ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 126-140 126-190 0-050 0.1% 127-025
High 126-215 126-260 0-045 0.1% 127-100
Low 126-030 126-145 0-115 0.3% 126-030
Close 126-095 126-220 0-125 0.3% 126-220
Range 0-185 0-115 -0-070 -37.8% 1-070
ATR 0-242 0-237 -0-006 -2.3% 0-000
Volume 1,201,656 700,602 -501,054 -41.7% 4,417,102
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 127-233 127-182 126-283
R3 127-118 127-067 126-252
R2 127-003 127-003 126-241
R1 126-272 126-272 126-231 126-298
PP 126-208 126-208 126-208 126-221
S1 126-157 126-157 126-209 126-182
S2 126-093 126-093 126-199
S3 125-298 126-042 126-188
S4 125-183 125-247 126-157
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 130-113 129-237 127-114
R3 129-043 128-167 127-007
R2 127-293 127-293 126-292
R1 127-097 127-097 126-256 127-000
PP 126-223 126-223 126-223 126-175
S1 126-027 126-027 126-184 125-250
S2 125-153 125-153 126-148
S3 124-083 124-277 126-113
S4 123-013 123-207 126-006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-100 126-030 1-070 1.0% 0-164 0.4% 49% False False 883,420
10 127-100 125-260 1-160 1.2% 0-187 0.5% 58% False False 897,678
20 127-100 124-115 2-305 2.3% 0-229 0.6% 79% False False 997,776
40 130-150 124-115 6-035 4.8% 0-263 0.6% 38% False False 1,323,785
60 132-300 124-115 8-185 6.8% 0-243 0.6% 27% False False 967,564
80 133-000 124-115 8-205 6.8% 0-202 0.5% 27% False False 726,572
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-049
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-109
2.618 127-241
1.618 127-126
1.000 127-055
0.618 127-011
HIGH 126-260
0.618 126-216
0.500 126-202
0.382 126-189
LOW 126-145
0.618 126-074
1.000 126-030
1.618 125-279
2.618 125-164
4.250 124-296
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 126-214 126-208
PP 126-208 126-195
S1 126-202 126-182

These figures are updated between 7pm and 10pm EST after a trading day.

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