ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 126-175 126-135 -0-040 -0.1% 125-085
High 126-215 126-140 -0-075 -0.2% 126-155
Low 126-030 126-000 -0-030 -0.1% 125-025
Close 126-125 126-040 -0-085 -0.2% 126-110
Range 0-185 0-140 -0-045 -24.3% 1-130
ATR 0-228 0-222 -0-006 -2.8% 0-000
Volume 1,098,252 1,096,668 -1,584 -0.1% 4,309,385
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 127-160 127-080 126-117
R3 127-020 126-260 126-078
R2 126-200 126-200 126-066
R1 126-120 126-120 126-053 126-090
PP 126-060 126-060 126-060 126-045
S1 125-300 125-300 126-027 125-270
S2 125-240 125-240 126-014
S3 125-100 125-160 126-002
S4 124-280 125-020 125-283
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
5 126-215 125-255 0-280 0.7% 0-156 0.4% 38% False False 994,107
10 126-215 123-235 2-300 2.3% 0-225 0.6% 81% False False 1,064,854
20 126-215 122-070 4-145 3.5% 0-226 0.6% 88% False False 1,111,795
40 126-215 122-070 4-145 3.5% 0-214 0.5% 88% False False 730,848
60 126-215 122-070 4-145 3.5% 0-201 0.5% 88% False False 488,744
Crabel Price Patterns
NR True
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 0-050
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-095
2.618 127-187
1.618 127-047
1.000 126-280
0.618 126-227
HIGH 126-140
0.618 126-087
0.500 126-070
0.382 126-053
LOW 126-000
0.618 125-233
1.000 125-180
1.618 125-093
2.618 124-273
4.250 124-045
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 126-070 126-092
PP 126-060 126-075
S1 126-050 126-058

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

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