ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 123-160 124-000 0-160 0.4% 125-290
High 124-040 124-020 -0-020 -0.1% 126-020
Low 123-160 123-070 -0-090 -0.2% 123-180
Close 124-010 123-180 -0-150 -0.4% 123-280
Range 0-200 0-270 0-070 35.0% 2-160
ATR 0-197 0-202 0-005 2.6% 0-000
Volume 28,665 42,839 14,174 49.4% 77,517
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 126-047 125-223 124-008
R3 125-097 124-273 123-254
R2 124-147 124-147 123-230
R1 124-003 124-003 123-205 123-260
PP 123-197 123-197 123-197 123-165
S1 123-053 123-053 123-155 122-310
S2 122-247 122-247 123-130
S3 121-297 122-103 123-106
S4 121-027 121-153 123-032
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
5 124-270 123-070 1-200 1.3% 0-252 0.6% 21% False True 28,144
10 126-020 123-070 2-270 2.3% 0-193 0.5% 12% False True 18,612
20 126-020 123-070 2-270 2.3% 0-194 0.5% 12% False True 13,129
40 126-150 123-070 3-080 2.6% 0-158 0.4% 11% False True 7,135
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 0-013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-208
2.618 126-087
1.618 125-137
1.000 124-290
0.618 124-187
HIGH 124-020
0.618 123-237
0.500 123-205
0.382 123-173
LOW 123-070
0.618 122-223
1.000 122-120
1.618 121-273
2.618 121-003
4.250 119-202
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 123-205 123-215
PP 123-197 123-203
S1 123-188 123-192

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

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