ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 126-005 126-110 0-105 0.3% 126-090
High 126-130 126-115 -0-015 0.0% 126-180
Low 125-300 125-215 -0-085 -0.2% 125-215
Close 126-035 125-295 -0-060 -0.1% 126-035
Range 0-150 0-220 0-070 46.7% 0-285
ATR 0-197 0-198 0-002 0.9% 0-000
Volume 866,391 190,176 -676,215 -78.0% 4,648,570
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 128-015 127-215 126-096
R3 127-115 126-315 126-036
R2 126-215 126-215 126-015
R1 126-095 126-095 125-315 126-045
PP 125-315 125-315 125-315 125-290
S1 125-195 125-195 125-275 125-145
S2 125-095 125-095 125-255
S3 124-195 124-295 125-234
S4 123-295 124-075 125-174
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 128-252 128-108 126-192
R3 127-287 127-143 126-113
R2 127-002 127-002 126-087
R1 126-178 126-178 126-061 126-108
PP 126-037 126-037 126-037 126-001
S1 125-213 125-213 126-009 125-142
S2 125-072 125-072 125-303
S3 124-107 124-248 125-277
S4 123-142 123-283 125-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-160 125-215 0-265 0.7% 0-162 0.4% 30% False True 844,710
10 126-275 125-215 1-060 0.9% 0-166 0.4% 21% False True 890,201
20 126-275 123-235 3-040 2.5% 0-194 0.5% 70% False False 965,332
40 126-275 122-070 4-205 3.7% 0-215 0.5% 80% False False 923,523
60 126-275 122-070 4-205 3.7% 0-205 0.5% 80% False False 618,607
80 126-275 122-070 4-205 3.7% 0-181 0.4% 80% False False 464,126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 129-090
2.618 128-051
1.618 127-151
1.000 127-015
0.618 126-251
HIGH 126-115
0.618 126-031
0.500 126-005
0.382 125-299
LOW 125-215
0.618 125-079
1.000 124-315
1.618 124-179
2.618 123-279
4.250 122-240
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 126-005 126-012
PP 125-315 126-000
S1 125-305 125-308

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

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