ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 126-120 126-115 -0-005 0.0% 126-200
High 126-155 126-240 0-085 0.2% 126-260
Low 126-060 126-105 0-045 0.1% 125-050
Close 126-115 126-205 0-090 0.2% 126-185
Range 0-095 0-135 0-040 42.1% 1-210
ATR 0-238 0-231 -0-007 -3.1% 0-000
Volume 672,231 946,211 273,980 40.8% 5,980,935
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-268 127-212 126-279
R3 127-133 127-077 126-242
R2 126-318 126-318 126-230
R1 126-262 126-262 126-217 126-290
PP 126-183 126-183 126-183 126-198
S1 126-127 126-127 126-193 126-155
S2 126-048 126-048 126-180
S3 125-233 125-312 126-168
S4 125-098 125-177 126-131
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
5 126-240 125-050 1-190 1.3% 0-246 0.6% 93% True False 1,044,050
10 126-260 125-050 1-210 1.3% 0-212 0.5% 90% False False 1,020,112
20 127-100 125-050 2-050 1.7% 0-206 0.5% 69% False False 976,133
40 129-255 124-115 5-140 4.3% 0-251 0.6% 42% False False 1,167,180
60 131-200 124-115 7-085 5.7% 0-254 0.6% 31% False False 1,104,461
80 133-000 124-115 8-205 6.8% 0-216 0.5% 26% False False 830,169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-174
2.618 127-273
1.618 127-138
1.000 127-055
0.618 127-003
HIGH 126-240
0.618 126-188
0.500 126-172
0.382 126-157
LOW 126-105
0.618 126-022
1.000 125-290
1.618 125-207
2.618 125-072
4.250 124-171
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 126-194 126-186
PP 126-183 126-167
S1 126-172 126-148

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

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