ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 124-025 124-100 0-075 0.2% 125-000
High 124-195 124-110 -0-085 -0.2% 125-000
Low 124-010 123-310 -0-020 -0.1% 123-105
Close 124-155 124-050 -0-105 -0.3% 124-025
Range 0-185 0-120 -0-065 -35.1% 1-215
ATR 0-243 0-238 -0-006 -2.3% 0-000
Volume 17,549 54,748 37,199 212.0% 353,186
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 125-090 125-030 124-116
R3 124-290 124-230 124-083
R2 124-170 124-170 124-072
R1 124-110 124-110 124-061 124-080
PP 124-050 124-050 124-050 124-035
S1 123-310 123-310 124-039 123-280
S2 123-250 123-250 124-028
S3 123-130 123-190 124-017
S4 123-010 123-070 123-304
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 129-048 128-092 124-319
R3 127-153 126-197 124-172
R2 125-258 125-258 124-123
R1 124-302 124-302 124-074 124-172
PP 124-043 124-043 124-043 123-299
S1 123-087 123-087 123-296 122-278
S2 122-148 122-148 123-247
S3 120-253 121-192 123-198
S4 119-038 119-297 123-051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-230 123-105 1-125 1.1% 0-239 0.6% 60% False False 49,520
10 125-280 123-105 2-175 2.1% 0-236 0.6% 33% False False 693,205
20 126-165 123-105 3-060 2.6% 0-233 0.6% 26% False False 952,624
40 127-100 123-105 3-315 3.2% 0-211 0.5% 21% False False 943,470
60 129-245 123-105 6-140 5.2% 0-240 0.6% 13% False False 1,062,746
80 131-200 123-105 8-095 6.7% 0-245 0.6% 10% False False 1,092,551
100 133-000 123-105 9-215 7.8% 0-220 0.6% 9% False False 876,328
120 133-000 123-105 9-215 7.8% 0-194 0.5% 9% False False 730,421
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 125-300
2.618 125-104
1.618 124-304
1.000 124-230
0.618 124-184
HIGH 124-110
0.618 124-064
0.500 124-050
0.382 124-036
LOW 123-310
0.618 123-236
1.000 123-190
1.618 123-116
2.618 122-316
4.250 122-120
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 124-050 124-036
PP 124-050 124-022
S1 124-050 124-008

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

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