ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 122-095 122-315 0-220 0.6% 123-275
High 123-205 123-160 -0-045 -0.1% 123-285
Low 122-070 122-280 0-210 0.5% 122-070
Close 122-300 123-115 0-135 0.3% 122-300
Range 1-135 0-200 -0-255 -56.0% 1-215
ATR 0-247 0-244 -0-003 -1.4% 0-000
Volume 1,715,575 822,326 -893,249 -52.1% 5,760,921
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 125-038 124-277 123-225
R3 124-158 124-077 123-170
R2 123-278 123-278 123-152
R1 123-197 123-197 123-133 123-238
PP 123-078 123-078 123-078 123-099
S1 122-317 122-317 123-097 123-038
S2 122-198 122-198 123-078
S3 121-318 122-117 123-060
S4 121-118 121-237 123-005
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 128-010 127-050 123-274
R3 126-115 125-155 123-127
R2 124-220 124-220 123-078
R1 123-260 123-260 123-029 123-132
PP 123-005 123-005 123-005 122-261
S1 122-045 122-045 122-251 121-238
S2 121-110 121-110 122-202
S3 119-215 120-150 122-153
S4 118-000 118-255 122-006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-285 122-070 1-215 1.4% 0-283 0.7% 68% False False 1,316,649
10 124-240 122-070 2-170 2.1% 0-252 0.6% 45% False False 1,156,479
20 126-020 122-070 3-270 3.1% 0-241 0.6% 30% False False 595,927
40 126-150 122-070 4-080 3.4% 0-204 0.5% 27% False False 300,508
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-050
2.618 125-044
1.618 124-164
1.000 124-040
0.618 123-284
HIGH 123-160
0.618 123-084
0.500 123-060
0.382 123-036
LOW 122-280
0.618 122-156
1.000 122-080
1.618 121-276
2.618 121-076
4.250 120-070
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 123-097 123-069
PP 123-078 123-023
S1 123-060 122-298

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

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