ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 126-115 126-205 0-090 0.2% 126-200
High 126-240 126-290 0-050 0.1% 126-260
Low 126-105 126-185 0-080 0.2% 125-050
Close 126-205 126-260 0-055 0.1% 126-185
Range 0-135 0-105 -0-030 -22.2% 1-210
ATR 0-231 0-222 -0-009 -3.9% 0-000
Volume 946,211 920,049 -26,162 -2.8% 5,980,935
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-240 127-195 126-318
R3 127-135 127-090 126-289
R2 127-030 127-030 126-279
R1 126-305 126-305 126-270 127-008
PP 126-245 126-245 126-245 126-256
S1 126-200 126-200 126-250 126-222
S2 126-140 126-140 126-241
S3 126-035 126-095 126-231
S4 125-250 125-310 126-202
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
5 126-290 125-050 1-240 1.4% 0-191 0.5% 95% True False 959,976
10 126-290 125-050 1-240 1.4% 0-204 0.5% 95% True False 991,951
20 127-100 125-050 2-050 1.7% 0-201 0.5% 77% False False 958,416
40 129-255 124-115 5-140 4.3% 0-249 0.6% 45% False False 1,155,321
60 131-200 124-115 7-085 5.7% 0-252 0.6% 34% False False 1,119,405
80 133-000 124-115 8-205 6.8% 0-216 0.5% 28% False False 841,664
Crabel Price Patterns
NR True
NR4 False
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 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-096
2.618 127-245
1.618 127-140
1.000 127-075
0.618 127-035
HIGH 126-290
0.618 126-250
0.500 126-238
0.382 126-225
LOW 126-185
0.618 126-120
1.000 126-080
1.618 126-015
2.618 125-230
4.250 125-059
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 126-252 126-232
PP 126-245 126-203
S1 126-238 126-175

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

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