ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 123-300 123-160 -0-140 -0.4% 125-290
High 123-300 124-040 0-060 0.2% 126-020
Low 123-110 123-160 0-050 0.1% 123-180
Close 123-140 124-010 0-190 0.5% 123-280
Range 0-190 0-200 0-010 5.3% 2-160
ATR 0-195 0-197 0-002 0.9% 0-000
Volume 24,758 28,665 3,907 15.8% 77,517
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 125-243 125-167 124-120
R3 125-043 124-287 124-065
R2 124-163 124-163 124-047
R1 124-087 124-087 124-028 124-125
PP 123-283 123-283 123-283 123-302
S1 123-207 123-207 123-312 123-245
S2 123-083 123-083 123-293
S3 122-203 123-007 123-275
S4 122-003 122-127 123-220
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
5 124-270 123-110 1-160 1.2% 0-212 0.5% 46% False False 23,200
10 126-020 123-110 2-230 2.2% 0-179 0.5% 25% False False 14,858
20 126-070 123-110 2-280 2.3% 0-194 0.5% 24% False False 11,330
40 126-150 123-110 3-040 2.5% 0-156 0.4% 22% False False 6,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-250
2.618 125-244
1.618 125-044
1.000 124-240
0.618 124-164
HIGH 124-040
0.618 123-284
0.500 123-260
0.382 123-236
LOW 123-160
0.618 123-036
1.000 122-280
1.618 122-156
2.618 121-276
4.250 120-270
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 123-307 123-313
PP 123-283 123-297
S1 123-260 123-280

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

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