ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 124-070 124-095 0-025 0.1% 123-220
High 124-140 124-150 0-010 0.0% 124-240
Low 123-200 123-315 0-115 0.3% 123-180
Close 124-120 124-090 -0-030 -0.1% 124-090
Range 0-260 0-155 -0-105 -40.4% 1-060
ATR 0-221 0-216 -0-005 -2.1% 0-000
Volume 1,205,887 1,294,282 88,395 7.3% 4,981,543
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 125-223 125-152 124-175
R3 125-068 124-317 124-133
R2 124-233 124-233 124-118
R1 124-162 124-162 124-104 124-120
PP 124-078 124-078 124-078 124-058
S1 124-007 124-007 124-076 123-285
S2 123-243 123-243 124-062
S3 123-088 123-172 124-047
S4 122-253 123-017 124-005
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-243 127-067 124-299
R3 126-183 126-007 124-194
R2 125-123 125-123 124-160
R1 124-267 124-267 124-125 125-035
PP 124-063 124-063 124-063 124-108
S1 123-207 123-207 124-055 123-295
S2 123-003 123-003 124-020
S3 121-263 122-147 123-306
S4 120-203 121-087 123-201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-240 123-180 1-060 1.0% 0-222 0.6% 61% False False 996,308
10 124-240 122-240 2-000 1.6% 0-228 0.6% 77% False False 525,777
20 126-020 122-240 3-100 2.7% 0-192 0.5% 46% False False 268,114
40 126-150 122-240 3-230 3.0% 0-183 0.5% 41% False False 136,172
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-042
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 126-169
2.618 125-236
1.618 125-081
1.000 124-305
0.618 124-246
HIGH 124-150
0.618 124-091
0.500 124-072
0.382 124-054
LOW 123-315
0.618 123-219
1.000 123-160
1.618 123-064
2.618 122-229
4.250 121-296
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 124-084 124-078
PP 124-078 124-067
S1 124-072 124-055

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

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