ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 123-030 122-095 -0-255 -0.6% 123-275
High 123-050 123-205 0-155 0.4% 123-285
Low 122-085 122-070 -0-015 0.0% 122-070
Close 122-130 122-300 0-170 0.4% 122-300
Range 0-285 1-135 0-170 59.6% 1-215
ATR 0-231 0-247 0-016 6.9% 0-000
Volume 1,372,113 1,715,575 343,462 25.0% 5,760,921
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 127-063 126-157 123-230
R3 125-248 125-022 123-105
R2 124-113 124-113 123-063
R1 123-207 123-207 123-022 124-000
PP 122-298 122-298 122-298 123-035
S1 122-072 122-072 122-258 122-185
S2 121-163 121-163 122-217
S3 120-028 120-257 122-175
S4 118-213 119-122 122-050
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
5 124-150 122-070 2-080 1.8% 0-274 0.7% 32% False True 1,411,040
10 124-240 122-070 2-170 2.1% 0-266 0.7% 28% False True 1,083,036
20 126-020 122-070 3-270 3.1% 0-234 0.6% 19% False True 555,151
40 126-150 122-070 4-080 3.5% 0-203 0.5% 17% False True 280,007
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 129-219
2.618 127-116
1.618 125-301
1.000 125-020
0.618 124-166
HIGH 123-205
0.618 123-031
0.500 122-298
0.382 122-244
LOW 122-070
0.618 121-109
1.000 120-255
1.618 119-294
2.618 118-159
4.250 116-056
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 122-299 122-299
PP 122-298 122-298
S1 122-298 122-298

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

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