ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 126-140 126-130 -0-010 0.0% 127-025
High 126-210 126-200 -0-010 0.0% 127-100
Low 126-115 125-170 -0-265 -0.7% 126-030
Close 126-135 126-140 0-005 0.0% 126-220
Range 0-095 1-030 0-255 268.4% 1-070
ATR 0-220 0-230 0-009 4.2% 0-000
Volume 740,638 1,660,001 919,363 124.1% 4,417,102
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 129-153 129-017 127-012
R3 128-123 127-307 126-236
R2 127-093 127-093 126-204
R1 126-277 126-277 126-172 127-025
PP 126-063 126-063 126-063 126-098
S1 125-247 125-247 126-108 125-315
S2 125-033 125-033 126-076
S3 124-003 124-217 126-044
S4 122-293 123-187 125-268
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
5 126-260 125-170 1-090 1.0% 0-177 0.4% 71% False True 996,174
10 127-100 125-170 1-250 1.4% 0-176 0.4% 51% False True 916,225
20 127-100 124-115 2-305 2.3% 0-226 0.6% 70% False False 996,651
40 130-150 124-115 6-035 4.8% 0-256 0.6% 34% False False 1,259,179
60 132-050 124-115 7-255 6.2% 0-245 0.6% 27% False False 1,018,314
80 133-000 124-115 8-205 6.8% 0-206 0.5% 24% False False 764,976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 131-088
2.618 129-156
1.618 128-126
1.000 127-230
0.618 127-096
HIGH 126-200
0.618 126-066
0.500 126-025
0.382 125-304
LOW 125-170
0.618 124-274
1.000 124-140
1.618 123-244
2.618 122-214
4.250 120-282
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 126-102 126-112
PP 126-063 126-083
S1 126-025 126-055

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

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