ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 125-275 126-045 0-090 0.2% 124-065
High 126-100 126-080 -0-020 0.0% 125-310
Low 125-255 125-295 0-040 0.1% 123-235
Close 126-090 126-030 -0-060 -0.1% 125-095
Range 0-165 0-105 -0-060 -36.4% 2-075
ATR 0-244 0-235 -0-009 -3.8% 0-000
Volume 977,861 928,675 -49,186 -5.0% 6,382,768
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 127-023 126-292 126-088
R3 126-238 126-187 126-059
R2 126-133 126-133 126-049
R1 126-082 126-082 126-040 126-055
PP 126-028 126-028 126-028 126-015
S1 125-297 125-297 126-020 125-270
S2 125-243 125-243 126-011
S3 125-138 125-192 126-001
S4 125-033 125-087 125-292
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
5 126-100 124-295 1-125 1.1% 0-156 0.4% 84% False False 870,416
10 126-100 122-300 3-120 2.7% 0-237 0.6% 94% False False 1,081,691
20 126-100 122-070 4-030 3.2% 0-236 0.6% 95% False False 1,165,698
40 126-100 122-070 4-030 3.2% 0-225 0.6% 95% False False 654,929
60 126-150 122-070 4-080 3.4% 0-201 0.5% 91% False False 437,678
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 127-206
2.618 127-035
1.618 126-250
1.000 126-185
0.618 126-145
HIGH 126-080
0.618 126-040
0.500 126-028
0.382 126-015
LOW 125-295
0.618 125-230
1.000 125-190
1.618 125-125
2.618 125-020
4.250 124-169
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 126-029 126-010
PP 126-028 125-310
S1 126-028 125-290

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

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