ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 122-315 123-060 0-065 0.2% 123-275
High 123-160 123-075 -0-085 -0.2% 123-285
Low 122-280 122-250 -0-030 -0.1% 122-070
Close 123-115 122-300 -0-135 -0.3% 122-300
Range 0-200 0-145 -0-055 -27.5% 1-215
ATR 0-244 0-240 -0-004 -1.7% 0-000
Volume 822,326 1,033,500 211,174 25.7% 5,760,921
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 124-110 124-030 123-060
R3 123-285 123-205 123-020
R2 123-140 123-140 123-007
R1 123-060 123-060 122-313 123-028
PP 122-315 122-315 122-315 122-299
S1 122-235 122-235 122-287 122-202
S2 122-170 122-170 122-273
S3 122-025 122-090 122-260
S4 121-200 121-265 122-220
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
5 123-205 122-070 1-135 1.2% 0-254 0.6% 51% False False 1,194,973
10 124-240 122-070 2-170 2.1% 0-251 0.6% 28% False False 1,247,310
20 125-190 122-070 3-120 2.7% 0-242 0.6% 21% False False 647,277
40 126-150 122-070 4-080 3.5% 0-202 0.5% 17% False False 326,330
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 125-051
2.618 124-135
1.618 123-310
1.000 123-220
0.618 123-165
HIGH 123-075
0.618 123-020
0.500 123-002
0.382 122-305
LOW 122-250
0.618 122-160
1.000 122-105
1.618 122-015
2.618 121-190
4.250 120-274
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 123-002 122-299
PP 122-315 122-298
S1 122-308 122-298

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

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