ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 126-180 126-120 -0-060 -0.1% 126-200
High 126-205 126-155 -0-050 -0.1% 126-260
Low 126-055 126-060 0-005 0.0% 125-050
Close 126-110 126-115 0-005 0.0% 126-185
Range 0-150 0-095 -0-055 -36.7% 1-210
ATR 0-249 0-238 -0-011 -4.4% 0-000
Volume 699,487 672,231 -27,256 -3.9% 5,980,935
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-075 127-030 126-167
R3 126-300 126-255 126-141
R2 126-205 126-205 126-132
R1 126-160 126-160 126-124 126-135
PP 126-110 126-110 126-110 126-098
S1 126-065 126-065 126-106 126-040
S2 126-015 126-015 126-098
S3 125-240 125-290 126-089
S4 125-145 125-195 126-063
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
5 126-205 125-050 1-155 1.2% 0-289 0.7% 81% False False 1,186,808
10 127-015 125-050 1-285 1.5% 0-228 0.6% 64% False False 1,038,808
20 127-100 125-050 2-050 1.7% 0-209 0.5% 56% False False 986,319
40 129-255 124-115 5-140 4.3% 0-255 0.6% 37% False False 1,195,225
60 131-200 124-115 7-085 5.7% 0-254 0.6% 28% False False 1,088,881
80 133-000 124-115 8-205 6.8% 0-215 0.5% 23% False False 818,369
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-239
2.618 127-084
1.618 126-309
1.000 126-250
0.618 126-214
HIGH 126-155
0.618 126-119
0.500 126-108
0.382 126-096
LOW 126-060
0.618 126-001
1.000 125-285
1.618 125-226
2.618 125-131
4.250 124-296
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 126-112 126-066
PP 126-110 126-017
S1 126-108 125-288

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

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