ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 126-005 126-140 0-135 0.3% 125-085
High 126-210 126-275 0-065 0.2% 126-155
Low 125-305 126-050 0-065 0.2% 125-025
Close 126-125 126-185 0-060 0.1% 126-110
Range 0-225 0-225 0-000 0.0% 1-130
ATR 0-222 0-222 0-000 0.1% 0-000
Volume 1,109,162 1,107,023 -2,139 -0.2% 4,309,385
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 128-205 128-100 126-309
R3 127-300 127-195 126-247
R2 127-075 127-075 126-226
R1 126-290 126-290 126-206 127-022
PP 126-170 126-170 126-170 126-196
S1 126-065 126-065 126-164 126-118
S2 125-265 125-265 126-144
S3 125-040 125-160 126-123
S4 124-135 124-255 126-061
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
5 126-275 125-290 0-305 0.8% 0-192 0.5% 70% True False 1,056,037
10 126-275 124-295 1-300 1.5% 0-174 0.4% 85% True False 963,226
20 126-275 122-070 4-205 3.7% 0-225 0.6% 94% True False 1,102,431
40 126-275 122-070 4-205 3.7% 0-220 0.5% 94% True False 786,040
60 126-275 122-070 4-205 3.7% 0-206 0.5% 94% True False 525,637
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-038
Fibonacci Retracements and Extensions
4.250 129-271
2.618 128-224
1.618 127-319
1.000 127-180
0.618 127-094
HIGH 126-275
0.618 126-189
0.500 126-162
0.382 126-136
LOW 126-050
0.618 125-231
1.000 125-145
1.618 125-006
2.618 124-101
4.250 123-054
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 126-178 126-167
PP 126-170 126-148
S1 126-162 126-130

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

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