ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 125-225 125-085 -0-140 -0.3% 124-025
High 125-255 125-145 -0-110 -0.3% 124-300
Low 125-010 125-035 0-025 0.1% 123-310
Close 125-020 125-070 0-050 0.1% 124-215
Range 0-245 0-110 -0-135 -55.1% 0-310
ATR 0-235 0-227 -0-008 -3.3% 0-000
Volume 15,130 8,527 -6,603 -43.6% 131,118
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 126-093 126-032 125-130
R3 125-303 125-242 125-100
R2 125-193 125-193 125-090
R1 125-132 125-132 125-080 125-108
PP 125-083 125-083 125-083 125-071
S1 125-022 125-022 125-060 124-318
S2 124-293 124-293 125-050
S3 124-183 124-232 125-040
S4 124-073 124-122 125-010
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
5 125-255 124-010 1-245 1.4% 0-176 0.4% 67% False False 16,495
10 125-255 123-105 2-150 2.0% 0-208 0.5% 77% False False 33,008
20 125-280 123-105 2-175 2.0% 0-218 0.5% 74% False False 655,481
40 127-070 123-105 3-285 3.1% 0-211 0.5% 49% False False 835,513
60 127-100 123-105 3-315 3.2% 0-226 0.6% 47% False False 930,858
80 130-205 123-105 7-100 5.8% 0-241 0.6% 26% False False 1,086,092
100 133-000 123-105 9-215 7.7% 0-227 0.6% 20% False False 876,820
120 133-000 123-105 9-215 7.7% 0-201 0.5% 20% False False 731,107
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 126-292
2.618 126-113
1.618 126-003
1.000 125-255
0.618 125-213
HIGH 125-145
0.618 125-103
0.500 125-090
0.382 125-077
LOW 125-035
0.618 124-287
1.000 124-245
1.618 124-177
2.618 124-067
4.250 123-208
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 125-090 125-044
PP 125-083 125-018
S1 125-077 124-312

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

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