ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 126-200 126-140 -0-060 -0.1% 127-025
High 126-260 126-210 -0-050 -0.1% 127-100
Low 126-120 126-115 -0-005 0.0% 126-030
Close 126-170 126-135 -0-035 -0.1% 126-220
Range 0-140 0-095 -0-045 -32.1% 1-070
ATR 0-230 0-220 -0-010 -4.2% 0-000
Volume 677,973 740,638 62,665 9.2% 4,417,102
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 127-118 127-062 126-187
R3 127-023 126-287 126-161
R2 126-248 126-248 126-152
R1 126-192 126-192 126-144 126-172
PP 126-153 126-153 126-153 126-144
S1 126-097 126-097 126-126 126-078
S2 126-058 126-058 126-118
S3 125-283 126-002 126-109
S4 125-188 125-227 126-083
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
5 127-015 126-030 0-305 0.8% 0-167 0.4% 34% False False 890,808
10 127-100 126-030 1-070 1.0% 0-172 0.4% 27% False False 878,995
20 127-100 124-115 2-305 2.3% 0-214 0.5% 70% False False 954,283
40 130-150 124-115 6-035 4.8% 0-251 0.6% 34% False False 1,250,548
60 132-050 124-115 7-255 6.2% 0-241 0.6% 26% False False 990,970
80 133-000 124-115 8-205 6.8% 0-202 0.5% 24% False False 744,252
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127-294
2.618 127-139
1.618 127-044
1.000 126-305
0.618 126-269
HIGH 126-210
0.618 126-174
0.500 126-162
0.382 126-151
LOW 126-115
0.618 126-056
1.000 126-020
1.618 125-281
2.618 125-186
4.250 125-031
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 126-162 126-188
PP 126-153 126-170
S1 126-144 126-152

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

View Archives - Comment on this page... - Back to Index of Symbols