ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 126-005 126-175 0-170 0.4% 125-085
High 126-155 126-215 0-060 0.1% 126-155
Low 125-290 126-030 0-060 0.1% 125-025
Close 126-110 126-125 0-015 0.0% 126-110
Range 0-185 0-185 0-000 0.0% 1-130
ATR 0-231 0-228 -0-003 -1.4% 0-000
Volume 869,080 1,098,252 229,172 26.4% 4,309,385
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 128-038 127-267 126-227
R3 127-173 127-082 126-176
R2 126-308 126-308 126-159
R1 126-217 126-217 126-142 126-170
PP 126-123 126-123 126-123 126-100
S1 126-032 126-032 126-108 125-305
S2 125-258 125-258 126-091
S3 125-073 125-167 126-074
S4 124-208 124-302 126-023
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
5 126-215 125-160 1-055 0.9% 0-163 0.4% 76% True False 952,741
10 126-215 123-235 2-300 2.3% 0-223 0.6% 90% True False 1,040,464
20 126-215 122-070 4-145 3.5% 0-234 0.6% 94% True False 1,139,056
40 126-215 122-070 4-145 3.5% 0-213 0.5% 94% True False 703,585
60 126-215 122-070 4-145 3.5% 0-200 0.5% 94% True False 470,466
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Fibonacci Retracements and Extensions
4.250 129-041
2.618 128-059
1.618 127-194
1.000 127-080
0.618 127-009
HIGH 126-215
0.618 126-144
0.500 126-122
0.382 126-101
LOW 126-030
0.618 125-236
1.000 125-165
1.618 125-051
2.618 124-186
4.250 123-204
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 126-124 126-114
PP 126-123 126-103
S1 126-122 126-092

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

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