ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 124-095 123-275 -0-140 -0.4% 123-220
High 124-150 123-285 -0-185 -0.5% 124-240
Low 123-315 122-315 -1-000 -0.8% 123-180
Close 124-090 123-180 -0-230 -0.6% 124-090
Range 0-155 0-290 0-135 87.1% 1-060
ATR 0-216 0-230 0-014 6.6% 0-000
Volume 1,294,282 1,641,880 347,598 26.9% 4,981,543
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 126-063 125-252 124-020
R3 125-093 124-282 123-260
R2 124-123 124-123 123-233
R1 123-312 123-312 123-207 123-232
PP 123-153 123-153 123-153 123-114
S1 123-022 123-022 123-153 122-262
S2 122-183 122-183 123-127
S3 121-213 122-052 123-100
S4 120-243 121-082 123-020
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
5 124-240 122-315 1-245 1.4% 0-248 0.6% 33% False True 1,299,647
10 124-240 122-240 2-000 1.6% 0-238 0.6% 41% False False 687,489
20 126-020 122-240 3-100 2.7% 0-201 0.5% 25% False False 349,901
40 126-150 122-240 3-230 3.0% 0-189 0.5% 22% False False 177,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-044
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-238
2.618 126-084
1.618 125-114
1.000 124-255
0.618 124-144
HIGH 123-285
0.618 123-174
0.500 123-140
0.382 123-106
LOW 122-315
0.618 122-136
1.000 122-025
1.618 121-166
2.618 120-196
4.250 119-042
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 123-167 123-232
PP 123-153 123-215
S1 123-140 123-198

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

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