ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 126-105 126-085 -0-020 0.0% 126-175
High 126-160 126-160 0-000 0.0% 126-275
Low 126-030 126-015 -0-015 0.0% 125-305
Close 126-085 126-085 0-000 0.0% 126-060
Range 0-130 0-145 0-015 11.5% 0-290
ATR 0-205 0-201 -0-004 -2.1% 0-000
Volume 841,292 1,015,011 173,719 20.6% 5,161,521
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 127-202 127-128 126-165
R3 127-057 126-303 126-125
R2 126-232 126-232 126-112
R1 126-158 126-158 126-098 126-158
PP 126-087 126-087 126-087 126-086
S1 126-013 126-013 126-072 126-012
S2 125-262 125-262 126-058
S3 125-117 125-188 126-045
S4 124-292 125-043 126-005
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 129-017 128-168 126-220
R3 128-047 127-198 126-140
R2 127-077 127-077 126-113
R1 126-228 126-228 126-087 126-168
PP 126-107 126-107 126-107 126-076
S1 125-258 125-258 126-033 125-198
S2 125-137 125-137 126-007
S3 124-167 124-288 125-300
S4 123-197 123-318 125-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-275 126-015 0-260 0.6% 0-152 0.4% 27% False True 865,787
10 126-275 125-290 0-305 0.8% 0-160 0.4% 38% False False 943,077
20 126-275 122-300 3-295 3.1% 0-201 0.5% 85% False False 1,021,383
40 126-275 122-070 4-205 3.7% 0-219 0.5% 87% False False 865,906
60 126-275 122-070 4-205 3.7% 0-205 0.5% 87% False False 579,204
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-136
2.618 127-220
1.618 127-075
1.000 126-305
0.618 126-250
HIGH 126-160
0.618 126-105
0.500 126-088
0.382 126-070
LOW 126-015
0.618 125-245
1.000 125-190
1.618 125-100
2.618 124-275
4.250 124-039
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 126-088 126-098
PP 126-087 126-093
S1 126-086 126-089

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

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