ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 124-190 124-050 -0-140 -0.4% 124-300
High 124-220 124-070 -0-150 -0.4% 125-280
Low 124-035 123-130 -0-225 -0.6% 124-255
Close 124-060 123-170 -0-210 -0.5% 125-110
Range 0-185 0-260 0-075 40.5% 1-025
ATR 0-231 0-233 0-002 0.9% 0-000
Volume 50,762 68,251 17,489 34.5% 7,585,284
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 126-050 125-210 123-313
R3 125-110 124-270 123-242
R2 124-170 124-170 123-218
R1 124-010 124-010 123-194 123-280
PP 123-230 123-230 123-230 123-205
S1 123-070 123-070 123-146 123-020
S2 122-290 122-290 123-122
S3 122-030 122-130 123-098
S4 121-090 121-190 123-027
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
5 125-185 123-130 2-055 1.8% 0-224 0.6% 6% False True 495,540
10 125-280 123-130 2-150 2.0% 0-226 0.6% 5% False True 1,058,370
20 126-315 123-130 3-185 2.9% 0-212 0.5% 3% False True 1,054,835
40 127-100 123-130 3-290 3.2% 0-209 0.5% 3% False True 1,015,484
60 129-255 123-130 6-125 5.2% 0-238 0.6% 2% False True 1,129,732
80 131-200 123-130 8-070 6.7% 0-244 0.6% 2% False True 1,092,055
100 133-000 123-130 9-190 7.8% 0-215 0.5% 1% False True 875,103
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 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-215
2.618 126-111
1.618 125-171
1.000 125-010
0.618 124-231
HIGH 124-070
0.618 123-291
0.500 123-260
0.382 123-229
LOW 123-130
0.618 122-289
1.000 122-190
1.618 122-029
2.618 121-089
4.250 119-305
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 123-260 124-065
PP 123-230 123-313
S1 123-200 123-242

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

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