ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 17-Sep-2013

Day Change Summary
	Previous	Current
	16-Sep-2013	17-Sep-2013	Change	Change %	Previous Week
Open	124-065	124-010	-0-055	-0.1%	122-315
High	124-250	124-115	-0-135	-0.3%	123-265
Low	123-300	123-315	0-015	0.0%	122-250
Close	123-310	124-045	0-055	0.1%	123-175
Range	0-270	0-120	-0-150	-55.6%	1-015
ATR	0-244	0-236	-0-009	-3.5%	0-000
Volume	1,385,764	852,762	-533,002	-38.5%	5,229,802

Daily Pivots for day following 17-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-092	125-028	124-111
R3	124-292	124-228	124-078
R2	124-172	124-172	124-067
R1	124-108	124-108	124-056	124-140
PP	124-052	124-052	124-052	124-068
S1	123-308	123-308	124-034	124-020
S2	123-252	123-252	124-023
S3	123-132	123-188	124-012
S4	123-012	123-068	123-299

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-168	126-027	124-039
R3	125-153	125-012	123-267
R2	124-138	124-138	123-236
R1	123-317	123-317	123-206	124-068
PP	123-123	123-123	123-123	123-159
S1	122-302	122-302	123-144	123-052
S2	122-108	122-108	123-114
S3	121-093	121-287	123-083
S4	120-078	120-272	122-311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-250	122-255	1-315	1.6%	0-201	0.5%	68%	False	False	1,122,500
10	124-250	122-070	2-180	2.1%	0-228	0.6%	75%	False	False	1,158,736
20	124-250	122-070	2-180	2.1%	0-233	0.6%	75%	False	False	923,113
40	126-110	122-070	4-040	3.3%	0-211	0.5%	47%	False	False	466,549
60	126-150	122-070	4-080	3.4%	0-178	0.4%	45%	False	False	311,270

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	125-305
2.618	125-109
1.618	124-309
1.000	124-235
0.618	124-189
HIGH	124-115
0.618	124-069
0.500	124-055
0.382	124-041
LOW	123-315
0.618	123-241
1.000	123-195
1.618	123-121
2.618	123-001
4.250	122-125

Fisher Pivots for day following 17-Sep-2013
Pivot	1 day	3 day
R1	124-055	124-015
PP	124-052	123-305
S1	124-048	123-275

Download as Excel Spreadsheet

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

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