ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 124-050 125-220 1-170 1.2% 122-315
High 125-290 125-310 0-020 0.0% 123-265
Low 123-235 125-045 1-130 1.1% 122-250
Close 125-185 125-065 -0-120 -0.3% 123-175
Range 2-055 0-265 -1-110 -61.9% 1-015
ATR 0-269 0-268 0-000 -0.1% 0-000
Volume 1,795,124 1,437,341 -357,783 -19.9% 5,229,802
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 127-295 127-125 125-211
R3 127-030 126-180 125-138
R2 126-085 126-085 125-114
R1 125-235 125-235 125-089 125-188
PP 125-140 125-140 125-140 125-116
S1 124-290 124-290 125-041 124-242
S2 124-195 124-195 125-016
S3 123-250 124-025 124-312
S4 122-305 123-080 124-239
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
5 125-310 122-300 3-010 2.4% 0-318 0.8% 75% True False 1,292,966
10 125-310 122-070 3-240 3.0% 0-276 0.7% 80% True False 1,241,636
20 125-310 122-070 3-240 3.0% 0-257 0.6% 80% True False 1,081,161
40 126-020 122-070 3-270 3.1% 0-226 0.6% 78% False False 547,145
60 126-150 122-070 4-080 3.4% 0-191 0.5% 70% False False 365,144
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-156
2.618 128-044
1.618 127-099
1.000 126-255
0.618 126-154
HIGH 125-310
0.618 125-209
0.500 125-178
0.382 125-146
LOW 125-045
0.618 124-201
1.000 124-100
1.618 123-256
2.618 122-311
4.250 121-199
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 125-178 125-028
PP 125-140 124-310
S1 125-102 124-272

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

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