ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 126-135 126-005 -0-130 -0.3% 125-085
High 126-140 126-210 0-070 0.2% 126-155
Low 126-000 125-305 -0-015 0.0% 125-025
Close 126-040 126-125 0-085 0.2% 126-110
Range 0-140 0-225 0-085 60.7% 1-130
ATR 0-222 0-222 0-000 0.1% 0-000
Volume 1,096,668 1,109,162 12,494 1.1% 4,309,385
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 128-142 128-038 126-249
R3 127-237 127-133 126-187
R2 127-012 127-012 126-166
R1 126-228 126-228 126-146 126-280
PP 126-107 126-107 126-107 126-132
S1 126-003 126-003 126-104 126-055
S2 125-202 125-202 126-084
S3 124-297 125-098 126-063
S4 124-072 124-193 126-001
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
5 126-215 125-290 0-245 0.6% 0-168 0.4% 63% False False 1,020,367
10 126-215 124-295 1-240 1.4% 0-178 0.4% 84% False False 996,258
20 126-215 122-070 4-145 3.5% 0-228 0.6% 94% False False 1,115,686
40 126-215 122-070 4-145 3.5% 0-218 0.5% 94% False False 758,497
60 126-215 122-070 4-145 3.5% 0-203 0.5% 94% False False 507,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 129-206
2.618 128-159
1.618 127-254
1.000 127-115
0.618 127-029
HIGH 126-210
0.618 126-124
0.500 126-098
0.382 126-071
LOW 125-305
0.618 125-166
1.000 125-080
1.618 124-261
2.618 124-036
4.250 122-309
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 126-116 126-117
PP 126-107 126-108
S1 126-098 126-100

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

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