ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 125-120 125-130 0-010 0.0% 124-300
High 125-180 125-185 0-005 0.0% 125-280
Low 124-270 125-015 0-065 0.2% 124-255
Close 125-160 125-110 -0-050 -0.1% 125-110
Range 0-230 0-170 -0-060 -26.1% 1-025
ATR 0-227 0-223 -0-004 -1.8% 0-000
Volume 1,774,220 406,590 -1,367,630 -77.1% 7,585,284
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 126-293 126-212 125-204
R3 126-123 126-042 125-157
R2 125-273 125-273 125-141
R1 125-192 125-192 125-126 125-148
PP 125-103 125-103 125-103 125-081
S1 125-022 125-022 125-094 124-298
S2 124-253 124-253 125-079
S3 124-083 124-172 125-063
S4 123-233 124-002 125-016
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 128-183 128-012 125-300
R3 127-158 126-307 125-205
R2 126-133 126-133 125-173
R1 125-282 125-282 125-142 126-048
PP 125-108 125-108 125-108 125-151
S1 124-257 124-257 125-078 125-022
S2 124-083 124-083 125-047
S3 123-058 123-232 125-015
S4 122-033 122-207 124-240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-280 124-255 1-025 0.9% 0-209 0.5% 51% False False 1,517,056
10 125-280 124-000 1-280 1.5% 0-218 0.5% 72% False False 1,362,334
20 126-315 124-000 2-315 2.4% 0-195 0.5% 45% False False 1,155,887
40 127-100 124-000 3-100 2.6% 0-208 0.5% 41% False False 1,083,728
60 130-035 124-000 6-035 4.9% 0-241 0.6% 22% False False 1,216,211
80 132-050 124-000 8-050 6.5% 0-241 0.6% 16% False False 1,088,764
100 133-000 124-000 9-000 7.2% 0-210 0.5% 15% False False 872,174
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 0-041
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-268
2.618 126-310
1.618 126-140
1.000 126-035
0.618 125-290
HIGH 125-185
0.618 125-120
0.500 125-100
0.382 125-080
LOW 125-015
0.618 124-230
1.000 124-165
1.618 124-060
2.618 123-210
4.250 122-252
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 125-107 125-110
PP 125-103 125-110
S1 125-100 125-110

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

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