ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 125-045 125-085 0-040 0.1% 124-065
High 125-140 125-195 0-055 0.1% 125-310
Low 124-295 125-025 0-050 0.1% 123-235
Close 125-095 125-145 0-050 0.1% 125-095
Range 0-165 0-170 0-005 3.0% 2-075
ATR 0-261 0-255 -0-007 -2.5% 0-000
Volume 911,777 643,931 -267,846 -29.4% 6,382,768
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 126-312 126-238 125-238
R3 126-142 126-068 125-192
R2 125-292 125-292 125-176
R1 125-218 125-218 125-161 125-255
PP 125-122 125-122 125-122 125-140
S1 125-048 125-048 125-129 125-085
S2 124-272 124-272 125-114
S3 124-102 124-198 125-098
S4 123-252 124-028 125-052
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 131-225 130-235 126-168
R3 129-150 128-160 125-292
R2 127-075 127-075 125-226
R1 126-085 126-085 125-161 126-240
PP 125-000 125-000 125-000 125-078
S1 124-010 124-010 125-029 124-165
S2 122-245 122-245 124-284
S3 120-170 121-255 124-218
S4 118-095 119-180 124-022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-310 123-235 2-075 1.8% 0-283 0.7% 77% False False 1,128,187
10 125-310 122-250 3-060 2.5% 0-244 0.6% 84% False False 1,143,417
20 125-310 122-070 3-240 3.0% 0-248 0.6% 86% False False 1,149,948
40 126-020 122-070 3-270 3.1% 0-229 0.6% 84% False False 585,496
60 126-150 122-070 4-080 3.4% 0-193 0.5% 76% False False 391,072
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-060
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-278
2.618 127-000
1.618 126-150
1.000 126-045
0.618 125-300
HIGH 125-195
0.618 125-130
0.500 125-110
0.382 125-090
LOW 125-025
0.618 124-240
1.000 124-175
1.618 124-070
2.618 123-220
4.250 122-262
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 125-133 125-144
PP 125-122 125-143
S1 125-110 125-142

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

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