ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 124-010 124-200 0-190 0.5% 125-000
High 124-190 124-300 0-110 0.3% 125-000
Low 124-010 124-165 0-155 0.4% 123-105
Close 124-170 124-180 0-010 0.0% 124-025
Range 0-180 0-135 -0-045 -25.0% 1-215
ATR 0-234 0-227 -0-007 -3.0% 0-000
Volume 35,930 12,783 -23,147 -64.4% 353,186
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 125-300 125-215 124-254
R3 125-165 125-080 124-217
R2 125-030 125-030 124-205
R1 124-265 124-265 124-192 124-240
PP 124-215 124-215 124-215 124-202
S1 124-130 124-130 124-168 124-105
S2 124-080 124-080 124-155
S3 123-265 123-315 124-143
S4 123-130 123-180 124-106
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
5 124-300 123-105 1-195 1.3% 0-213 0.5% 77% True False 35,460
10 125-185 123-105 2-080 1.8% 0-218 0.5% 55% False False 265,500
20 125-280 123-105 2-175 2.0% 0-228 0.6% 48% False False 846,263
40 127-100 123-105 3-315 3.2% 0-208 0.5% 31% False False 891,413
60 129-120 123-105 6-015 4.9% 0-240 0.6% 20% False False 1,030,864
80 131-130 123-105 8-025 6.5% 0-244 0.6% 15% False False 1,091,963
100 133-000 123-105 9-215 7.8% 0-223 0.6% 13% False False 876,587
120 133-000 123-105 9-215 7.8% 0-197 0.5% 13% False False 730,826
Crabel Price Patterns
NR True
NR4 False
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 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-234
2.618 126-013
1.618 125-198
1.000 125-115
0.618 125-063
HIGH 124-300
0.618 124-248
0.500 124-232
0.382 124-217
LOW 124-165
0.618 124-082
1.000 124-030
1.618 123-267
2.618 123-132
4.250 122-231
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 124-232 124-168
PP 124-215 124-157
S1 124-198 124-145

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

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