ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 125-160 126-180 1-020 0.8% 126-200
High 126-200 126-205 0-005 0.0% 126-260
Low 125-050 126-055 1-005 0.8% 125-050
Close 126-185 126-110 -0-075 -0.2% 126-185
Range 1-150 0-150 -1-000 -68.1% 1-210
ATR 0-257 0-249 -0-008 -3.0% 0-000
Volume 1,561,903 699,487 -862,416 -55.2% 5,980,935
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-253 127-172 126-192
R3 127-103 127-022 126-151
R2 126-273 126-273 126-138
R1 126-192 126-192 126-124 126-158
PP 126-123 126-123 126-123 126-106
S1 126-042 126-042 126-096 126-008
S2 125-293 125-293 126-082
S3 125-143 125-212 126-069
S4 124-313 125-062 126-028
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 131-048 130-167 127-156
R3 129-158 128-277 127-011
R2 127-268 127-268 126-282
R1 127-067 127-067 126-234 126-222
PP 126-058 126-058 126-058 125-296
S1 125-177 125-177 126-136 125-012
S2 124-168 124-168 126-088
S3 122-278 123-287 126-039
S4 121-068 122-077 125-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-210 125-050 1-160 1.2% 0-289 0.7% 79% False False 1,200,489
10 127-070 125-050 2-020 1.6% 0-232 0.6% 58% False False 1,049,432
20 127-100 125-040 2-060 1.7% 0-212 0.5% 56% False False 994,011
40 129-255 124-115 5-140 4.3% 0-258 0.6% 36% False False 1,212,518
60 131-290 124-115 7-175 6.0% 0-257 0.6% 26% False False 1,077,814
80 133-000 124-115 8-205 6.8% 0-215 0.5% 23% False False 809,969
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 False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-202
2.618 127-278
1.618 127-128
1.000 127-035
0.618 126-298
HIGH 126-205
0.618 126-148
0.500 126-130
0.382 126-112
LOW 126-055
0.618 125-282
1.000 125-225
1.618 125-132
2.618 124-302
4.250 124-058
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 126-130 126-062
PP 126-123 126-015
S1 126-117 125-288

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

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