ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 124-210 124-270 0-060 0.2% 125-180
High 124-270 124-270 0-000 0.0% 125-310
Low 124-200 123-260 -0-260 -0.7% 125-090
Close 124-250 124-140 -0-110 -0.3% 125-290
Range 0-070 1-010 0-260 371.4% 0-220
ATR 0-178 0-189 0-011 6.1% 0-000
Volume 18,123 16,654 -1,469 -8.1% 27,001
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-147 126-313 125-002
R3 126-137 125-303 124-231
R2 125-127 125-127 124-200
R1 124-293 124-293 124-170 124-205
PP 124-117 124-117 124-117 124-072
S1 123-283 123-283 124-110 123-195
S2 123-107 123-107 124-080
S3 122-097 122-273 124-049
S4 121-087 121-263 123-278
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-250 127-170 126-091
R3 127-030 126-270 126-030
R2 126-130 126-130 126-010
R1 126-050 126-050 125-310 126-090
PP 125-230 125-230 125-230 125-250
S1 125-150 125-150 125-270 125-190
S2 125-010 125-010 125-250
S3 124-110 124-250 125-230
S4 123-210 124-030 125-169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-020 123-260 2-080 1.8% 0-182 0.5% 28% False True 11,303
10 126-020 123-260 2-080 1.8% 0-177 0.4% 28% False True 8,580
20 126-140 123-260 2-200 2.1% 0-176 0.4% 24% False True 7,440
40 126-150 123-230 2-240 2.2% 0-140 0.4% 26% False False 4,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 129-072
2.618 127-174
1.618 126-164
1.000 125-280
0.618 125-154
HIGH 124-270
0.618 124-144
0.500 124-105
0.382 124-066
LOW 123-260
0.618 123-056
1.000 122-250
1.618 122-046
2.618 121-036
4.250 119-138
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 124-128 124-225
PP 124-117 124-197
S1 124-105 124-168

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

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