ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 126-045 126-005 -0-040 -0.1% 125-085
High 126-080 126-155 0-075 0.2% 126-155
Low 125-295 125-290 -0-005 0.0% 125-025
Close 126-030 126-110 0-080 0.2% 126-110
Range 0-105 0-185 0-080 76.2% 1-130
ATR 0-235 0-231 -0-004 -1.5% 0-000
Volume 928,675 869,080 -59,595 -6.4% 4,309,385
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 127-313 127-237 126-212
R3 127-128 127-052 126-161
R2 126-263 126-263 126-144
R1 126-187 126-187 126-127 126-225
PP 126-078 126-078 126-078 126-098
S1 126-002 126-002 126-093 126-040
S2 125-213 125-213 126-076
S3 125-028 125-137 126-059
S4 124-163 124-272 126-008
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 130-060 129-215 127-038
R3 128-250 128-085 126-234
R2 127-120 127-120 126-192
R1 126-275 126-275 126-151 127-038
PP 125-310 125-310 125-310 126-031
S1 125-145 125-145 126-069 125-228
S2 124-180 124-180 126-028
S3 123-050 124-015 125-306
S4 121-240 122-205 125-182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-155 125-025 1-130 1.1% 0-160 0.4% 90% True False 861,877
10 126-155 123-235 2-240 2.2% 0-232 0.6% 95% True False 1,069,215
20 126-155 122-070 4-085 3.4% 0-232 0.6% 97% True False 1,148,857
40 126-155 122-070 4-085 3.4% 0-220 0.5% 97% True False 676,356
60 126-155 122-070 4-085 3.4% 0-204 0.5% 97% True False 452,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128-301
2.618 127-319
1.618 127-134
1.000 127-020
0.618 126-269
HIGH 126-155
0.618 126-084
0.500 126-062
0.382 126-041
LOW 125-290
0.618 125-176
1.000 125-105
1.618 124-311
2.618 124-126
4.250 123-144
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 126-094 126-088
PP 126-078 126-067
S1 126-062 126-045

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

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