ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 124-200 124-160 -0-040 -0.1% 124-025
High 124-300 124-260 -0-040 -0.1% 124-300
Low 124-165 124-050 -0-115 -0.3% 123-310
Close 124-180 124-215 0-035 0.1% 124-215
Range 0-135 0-210 0-075 55.6% 0-310
ATR 0-227 0-225 -0-001 -0.5% 0-000
Volume 12,783 10,108 -2,675 -20.9% 131,118
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 126-165 126-080 125-010
R3 125-275 125-190 124-273
R2 125-065 125-065 124-254
R1 124-300 124-300 124-234 125-022
PP 124-175 124-175 124-175 124-196
S1 124-090 124-090 124-196 124-132
S2 123-285 123-285 124-176
S3 123-075 123-200 124-157
S4 122-185 122-310 124-100
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 127-138 127-007 125-066
R3 126-148 126-017 124-300
R2 125-158 125-158 124-272
R1 125-027 125-027 124-243 125-092
PP 124-168 124-168 124-168 124-201
S1 124-037 124-037 124-187 124-102
S2 123-178 123-178 124-158
S3 122-188 123-047 124-130
S4 121-198 122-057 124-044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-300 123-310 0-310 0.8% 0-166 0.4% 73% False False 26,223
10 125-185 123-105 2-080 1.8% 0-216 0.5% 60% False False 89,089
20 125-280 123-105 2-175 2.0% 0-222 0.6% 53% False False 762,655
40 127-100 123-105 3-315 3.2% 0-208 0.5% 34% False False 866,367
60 127-200 123-105 4-095 3.4% 0-233 0.6% 31% False False 1,000,816
80 131-130 123-105 8-025 6.5% 0-245 0.6% 17% False False 1,091,057
100 133-000 123-105 9-215 7.8% 0-224 0.6% 14% False False 876,652
120 133-000 123-105 9-215 7.8% 0-198 0.5% 14% False False 730,910
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 0-030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-192
2.618 126-170
1.618 125-280
1.000 125-150
0.618 125-070
HIGH 124-260
0.618 124-180
0.500 124-155
0.382 124-130
LOW 124-050
0.618 123-240
1.000 123-160
1.618 123-030
2.618 122-140
4.250 121-118
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 124-195 124-195
PP 124-175 124-175
S1 124-155 124-155

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

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