ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 125-085 125-170 0-085 0.2% 124-065
High 125-195 126-015 0-140 0.3% 125-310
Low 125-025 125-160 0-135 0.3% 123-235
Close 125-145 125-300 0-155 0.4% 125-095
Range 0-170 0-175 0-005 2.9% 2-075
ATR 0-255 0-250 -0-005 -1.8% 0-000
Volume 643,931 889,838 245,907 38.2% 6,382,768
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 127-150 127-080 126-076
R3 126-295 126-225 126-028
R2 126-120 126-120 126-012
R1 126-050 126-050 125-316 126-085
PP 125-265 125-265 125-265 125-282
S1 125-195 125-195 125-284 125-230
S2 125-090 125-090 125-268
S3 124-235 125-020 125-252
S4 124-060 124-165 125-204
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
5 126-015 123-235 2-100 1.8% 0-294 0.7% 95% True False 1,135,602
10 126-015 122-255 3-080 2.6% 0-248 0.6% 97% True False 1,129,051
20 126-015 122-070 3-265 3.0% 0-249 0.6% 97% True False 1,188,180
40 126-020 122-070 3-270 3.1% 0-231 0.6% 97% False False 607,629
60 126-150 122-070 4-080 3.4% 0-196 0.5% 88% False False 405,903
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-060
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-119
2.618 127-153
1.618 126-298
1.000 126-190
0.618 126-123
HIGH 126-015
0.618 125-268
0.500 125-248
0.382 125-227
LOW 125-160
0.618 125-052
1.000 124-305
1.618 124-197
2.618 124-022
4.250 123-056
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 125-282 125-252
PP 125-265 125-203
S1 125-248 125-155

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

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