ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 124-270 124-110 -0-160 -0.4% 125-290
High 124-270 124-130 -0-140 -0.4% 126-020
Low 123-260 123-180 -0-080 -0.2% 123-180
Close 124-140 123-280 -0-180 -0.5% 123-280
Range 1-010 0-270 -0-060 -18.2% 2-160
ATR 0-189 0-196 0-006 3.4% 0-000
Volume 16,654 27,804 11,150 67.0% 77,517
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 126-153 126-007 124-108
R3 125-203 125-057 124-034
R2 124-253 124-253 124-010
R1 124-107 124-107 123-305 124-045
PP 123-303 123-303 123-303 123-272
S1 123-157 123-157 123-255 123-095
S2 123-033 123-033 123-230
S3 122-083 122-207 123-206
S4 121-133 121-257 123-132
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 132-000 130-140 125-080
R3 129-160 127-300 124-180
R2 127-000 127-000 124-107
R1 125-140 125-140 124-033 124-310
PP 124-160 124-160 124-160 124-085
S1 122-300 122-300 123-207 122-150
S2 122-000 122-000 123-133
S3 119-160 120-140 123-060
S4 117-000 117-300 122-160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-020 123-180 2-160 2.0% 0-226 0.6% 13% False True 15,503
10 126-020 123-180 2-160 2.0% 0-156 0.4% 13% False True 10,451
20 126-140 123-180 2-280 2.3% 0-183 0.5% 11% False True 8,776
40 126-150 123-180 2-290 2.3% 0-146 0.4% 11% False True 4,729
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-318
2.618 126-197
1.618 125-247
1.000 125-080
0.618 124-297
HIGH 124-130
0.618 124-027
0.500 123-315
0.382 123-283
LOW 123-180
0.618 123-013
1.000 122-230
1.618 122-063
2.618 121-113
4.250 119-312
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 123-315 124-065
PP 123-303 124-030
S1 123-292 123-315

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

View Archives - Comment on this page... - Back to Index of Symbols