ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 125-240 125-120 -0-120 -0.3% 125-005
High 125-270 125-180 -0-090 -0.2% 125-090
Low 125-045 124-270 -0-095 -0.2% 124-000
Close 125-085 125-160 0-075 0.2% 124-275
Range 0-225 0-230 0-005 2.2% 1-090
ATR 0-226 0-227 0-000 0.1% 0-000
Volume 2,402,128 1,774,220 -627,908 -26.1% 6,038,064
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-147 127-063 125-286
R3 126-237 126-153 125-223
R2 126-007 126-007 125-202
R1 125-243 125-243 125-181 125-285
PP 125-097 125-097 125-097 125-118
S1 125-013 125-013 125-139 125-055
S2 124-187 124-187 125-118
S3 123-277 124-103 125-097
S4 123-047 123-193 125-034
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 128-178 127-317 125-180
R3 127-088 126-227 125-068
R2 125-318 125-318 125-030
R1 125-137 125-137 124-313 125-022
PP 124-228 124-228 124-228 124-171
S1 124-047 124-047 124-237 123-252
S2 123-138 123-138 124-200
S3 122-048 122-277 124-162
S4 120-278 121-187 124-050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-280 124-000 1-280 1.5% 0-242 0.6% 80% False False 1,730,997
10 125-280 124-000 1-280 1.5% 0-226 0.6% 80% False False 1,436,220
20 126-315 124-000 2-315 2.4% 0-210 0.5% 50% False False 1,213,653
40 127-100 124-000 3-100 2.6% 0-220 0.5% 45% False False 1,116,808
60 130-150 124-000 6-150 5.2% 0-244 0.6% 23% False False 1,241,388
80 132-050 124-000 8-050 6.5% 0-240 0.6% 18% False False 1,083,718
100 133-000 124-000 9-000 7.2% 0-210 0.5% 17% False False 868,112
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 0-037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-198
2.618 127-142
1.618 126-232
1.000 126-090
0.618 126-002
HIGH 125-180
0.618 125-092
0.500 125-065
0.382 125-038
LOW 124-270
0.618 124-128
1.000 124-040
1.618 123-218
2.618 122-308
4.250 121-252
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 125-128 125-145
PP 125-097 125-130
S1 125-065 125-115

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

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