ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 126-090 126-105 0-015 0.0% 126-175
High 126-180 126-160 -0-020 0.0% 126-275
Low 126-085 126-030 -0-055 -0.1% 125-305
Close 126-095 126-085 -0-010 0.0% 126-060
Range 0-095 0-130 0-035 36.8% 0-290
ATR 0-211 0-205 -0-006 -2.7% 0-000
Volume 615,195 841,292 226,097 36.8% 5,161,521
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 127-162 127-093 126-156
R3 127-032 126-283 126-121
R2 126-222 126-222 126-109
R1 126-153 126-153 126-097 126-122
PP 126-092 126-092 126-092 126-076
S1 126-023 126-023 126-073 125-312
S2 125-282 125-282 126-061
S3 125-152 125-213 126-049
S4 125-022 125-083 126-014
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% 0-168 0.4% 34% False False 884,617
10 126-275 125-255 1-020 0.8% 0-162 0.4% 44% False False 939,362
20 126-275 122-255 4-020 3.2% 0-205 0.5% 85% False False 1,034,206
40 126-275 122-070 4-205 3.7% 0-223 0.6% 87% False False 840,742
60 126-275 122-070 4-205 3.7% 0-203 0.5% 87% False False 562,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-072
2.618 127-180
1.618 127-050
1.000 126-290
0.618 126-240
HIGH 126-160
0.618 126-110
0.500 126-095
0.382 126-080
LOW 126-030
0.618 125-270
1.000 125-220
1.618 125-140
2.618 125-010
4.250 124-118
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 126-095 126-118
PP 126-092 126-107
S1 126-088 126-096

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

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