ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 124-200 124-070 -0-130 -0.3% 123-300
High 124-230 124-140 -0-090 -0.2% 124-040
Low 123-310 123-200 -0-110 -0.3% 122-240
Close 124-030 124-120 0-090 0.2% 123-200
Range 0-240 0-260 0-020 8.3% 1-120
ATR 0-218 0-221 0-003 1.4% 0-000
Volume 1,523,083 1,205,887 -317,196 -20.8% 276,234
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 126-187 126-093 124-263
R3 125-247 125-153 124-192
R2 124-307 124-307 124-168
R1 124-213 124-213 124-144 124-260
PP 124-047 124-047 124-047 124-070
S1 123-273 123-273 124-096 124-000
S2 123-107 123-107 124-072
S3 122-167 123-013 124-048
S4 121-227 122-073 123-297
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% 0-259 0.7% 81% False False 755,033
10 124-240 122-240 2-000 1.6% 0-240 0.6% 81% False False 399,129
20 126-020 122-240 3-100 2.7% 0-208 0.5% 49% False False 203,855
40 126-150 122-240 3-230 3.0% 0-189 0.5% 44% False False 103,815
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 0-039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-285
2.618 126-181
1.618 125-241
1.000 125-080
0.618 124-301
HIGH 124-140
0.618 124-041
0.500 124-010
0.382 123-299
LOW 123-200
0.618 123-039
1.000 122-260
1.618 122-099
2.618 121-159
4.250 120-055
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 124-083 124-100
PP 124-047 124-080
S1 124-010 124-060

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

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