ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 124-160 125-225 1-065 1.0% 124-025
High 124-260 125-255 0-315 0.8% 124-300
Low 124-050 125-010 0-280 0.7% 123-310
Close 124-215 125-020 0-125 0.3% 124-215
Range 0-210 0-245 0-035 16.7% 0-310
ATR 0-225 0-235 0-010 4.3% 0-000
Volume 10,108 15,130 5,022 49.7% 131,118
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 127-190 127-030 125-155
R3 126-265 126-105 125-087
R2 126-020 126-020 125-065
R1 125-180 125-180 125-042 125-138
PP 125-095 125-095 125-095 125-074
S1 124-255 124-255 124-318 124-212
S2 124-170 124-170 124-295
S3 123-245 124-010 124-273
S4 123-000 123-085 124-205
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
5 125-255 123-310 1-265 1.5% 0-178 0.4% 60% True False 25,739
10 125-255 123-105 2-150 2.0% 0-224 0.6% 70% True False 49,943
20 125-280 123-105 2-175 2.0% 0-221 0.6% 68% False False 706,139
40 127-100 123-105 3-315 3.2% 0-210 0.5% 44% False False 850,380
60 127-120 123-105 4-015 3.2% 0-232 0.6% 43% False False 962,248
80 130-250 123-105 7-145 6.0% 0-243 0.6% 23% False False 1,088,782
100 133-000 123-105 9-215 7.7% 0-226 0.6% 18% False False 876,755
120 133-000 123-105 9-215 7.7% 0-200 0.5% 18% False False 731,036
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 0-027
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 129-016
2.618 127-256
1.618 127-011
1.000 126-180
0.618 126-086
HIGH 125-255
0.618 125-161
0.500 125-132
0.382 125-104
LOW 125-010
0.618 124-179
1.000 124-085
1.618 123-254
2.618 123-009
4.250 121-249
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 125-132 125-011
PP 125-095 125-002
S1 125-058 124-312

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

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