ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 07-Oct-2013
Day Change Summary
Previous Current
04-Oct-2013 07-Oct-2013 Change Change % Previous Week
Open 126-190 126-090 -0-100 -0.2% 126-175
High 126-205 126-180 -0-025 -0.1% 126-275
Low 126-040 126-085 0-045 0.1% 125-305
Close 126-060 126-095 0-035 0.1% 126-060
Range 0-165 0-095 -0-070 -42.4% 0-290
ATR 0-218 0-211 -0-007 -3.2% 0-000
Volume 750,416 615,195 -135,221 -18.0% 5,161,521
Daily Pivots for day following 07-Oct-2013
Classic Woodie Camarilla DeMark
R4 127-085 127-025 126-147
R3 126-310 126-250 126-121
R2 126-215 126-215 126-112
R1 126-155 126-155 126-104 126-185
PP 126-120 126-120 126-120 126-135
S1 126-060 126-060 126-086 126-090
S2 126-025 126-025 126-078
S3 125-250 125-285 126-069
S4 125-155 125-190 126-043
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 129-017 128-168 126-220
R3 128-047 127-198 126-140
R2 127-077 127-077 126-113
R1 126-228 126-228 126-087 126-168
PP 126-107 126-107 126-107 126-076
S1 125-258 125-258 126-033 125-198
S2 125-137 125-137 126-007
S3 124-167 124-288 125-300
S4 123-197 123-318 125-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-275 125-305 0-290 0.7% 0-170 0.4% 38% False False 935,692
10 126-275 125-160 1-115 1.1% 0-166 0.4% 59% False False 944,217
20 126-275 122-250 4-025 3.2% 0-206 0.5% 86% False False 1,043,817
40 126-275 122-070 4-205 3.7% 0-223 0.6% 88% False False 819,872
60 126-275 122-070 4-205 3.7% 0-204 0.5% 88% False False 548,278
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 127-264
2.618 127-109
1.618 127-014
1.000 126-275
0.618 126-239
HIGH 126-180
0.618 126-144
0.500 126-132
0.382 126-121
LOW 126-085
0.618 126-026
1.000 125-310
1.618 125-251
2.618 125-156
4.250 125-001
Fisher Pivots for day following 07-Oct-2013
Pivot 1 day 3 day
R1 126-132 126-158
PP 126-120 126-137
S1 126-108 126-116

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

View Archives - Comment on this page... - Back to Index of Symbols