ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 123-220 123-305 0-085 0.2% 123-300
High 124-020 124-240 0-220 0.6% 124-040
Low 123-180 123-265 0-085 0.2% 122-240
Close 123-270 124-195 0-245 0.6% 123-200
Range 0-160 0-295 0-135 84.4% 1-120
ATR 0-210 0-216 0-006 2.9% 0-000
Volume 125,184 833,107 707,923 565.5% 276,234
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-052 126-258 125-037
R3 126-077 125-283 124-276
R2 125-102 125-102 124-249
R1 124-308 124-308 124-222 125-045
PP 124-127 124-127 124-127 124-155
S1 124-013 124-013 124-168 124-070
S2 123-152 123-152 124-141
S3 122-177 123-038 124-114
S4 121-202 122-063 124-033
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-200 127-000 124-122
R3 126-080 125-200 124-001
R2 124-280 124-280 123-281
R1 124-080 124-080 123-240 123-280
PP 123-160 123-160 123-160 123-100
S1 122-280 122-280 123-160 122-160
S2 122-040 122-040 123-119
S3 120-240 121-160 123-079
S4 119-120 120-040 122-278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-240 122-240 2-000 1.6% 0-247 0.6% 93% True False 236,220
10 124-270 122-240 2-030 1.7% 0-230 0.6% 89% False False 129,710
20 126-020 122-240 3-100 2.7% 0-223 0.6% 56% False False 68,262
40 126-150 122-240 3-230 3.0% 0-177 0.4% 50% False False 35,591
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 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-214
2.618 127-052
1.618 126-077
1.000 125-215
0.618 125-102
HIGH 124-240
0.618 124-127
0.500 124-092
0.382 124-058
LOW 123-265
0.618 123-083
1.000 122-290
1.618 122-108
2.618 121-133
4.250 119-291
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 124-161 124-103
PP 124-127 124-012
S1 124-092 123-240

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

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