ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 125-130 125-000 -0-130 -0.3% 124-300
High 125-185 125-000 -0-185 -0.5% 125-280
Low 125-015 124-045 -0-290 -0.7% 124-255
Close 125-110 124-210 -0-220 -0.5% 125-110
Range 0-170 0-275 0-105 61.8% 1-025
ATR 0-223 0-234 0-012 5.2% 0-000
Volume 406,590 177,881 -228,709 -56.3% 7,585,284
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 127-057 126-248 125-041
R3 126-102 125-293 124-286
R2 125-147 125-147 124-260
R1 125-018 125-018 124-235 124-265
PP 124-192 124-192 124-192 124-155
S1 124-063 124-063 124-185 123-310
S2 123-237 123-237 124-160
S3 122-282 123-108 124-134
S4 122-007 122-153 124-059
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
5 125-280 124-045 1-235 1.4% 0-234 0.6% 30% False True 1,336,890
10 125-280 124-000 1-280 1.5% 0-228 0.6% 35% False False 1,277,955
20 126-315 124-000 2-315 2.4% 0-202 0.5% 22% False False 1,129,807
40 127-100 124-000 3-100 2.7% 0-207 0.5% 20% False False 1,061,909
60 129-255 124-000 5-255 4.7% 0-239 0.6% 11% False False 1,184,948
80 131-290 124-000 7-290 6.3% 0-243 0.6% 8% False False 1,090,812
100 133-000 124-000 9-000 7.2% 0-213 0.5% 7% False False 873,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128-209
2.618 127-080
1.618 126-125
1.000 125-275
0.618 125-170
HIGH 125-000
0.618 124-215
0.500 124-182
0.382 124-150
LOW 124-045
0.618 123-195
1.000 123-090
1.618 122-240
2.618 121-285
4.250 120-156
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 124-201 124-275
PP 124-192 124-253
S1 124-182 124-232

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

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