ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 126-110 125-245 -0-185 -0.5% 126-090
High 126-115 126-025 -0-090 -0.2% 126-180
Low 125-215 125-210 -0-005 0.0% 125-215
Close 125-295 125-275 -0-020 0.0% 126-035
Range 0-220 0-135 -0-085 -38.6% 0-285
ATR 0-198 0-194 -0-005 -2.3% 0-000
Volume 190,176 899,938 709,762 373.2% 4,648,570
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 127-042 126-293 126-029
R3 126-227 126-158 125-312
R2 126-092 126-092 125-300
R1 126-023 126-023 125-287 126-058
PP 125-277 125-277 125-277 125-294
S1 125-208 125-208 125-263 125-242
S2 125-142 125-142 125-250
S3 125-007 125-073 125-238
S4 124-192 124-258 125-201
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
5 126-160 125-210 0-270 0.7% 0-163 0.4% 24% False True 856,439
10 126-275 125-210 1-065 1.0% 0-166 0.4% 17% False True 870,528
20 126-275 123-235 3-040 2.5% 0-195 0.5% 68% False False 967,691
40 126-275 122-070 4-205 3.7% 0-214 0.5% 78% False False 945,402
60 126-275 122-070 4-205 3.7% 0-206 0.5% 78% False False 633,597
80 126-275 122-070 4-205 3.7% 0-182 0.5% 78% False False 475,375
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-279
2.618 127-058
1.618 126-243
1.000 126-160
0.618 126-108
HIGH 126-025
0.618 125-293
0.500 125-278
0.382 125-262
LOW 125-210
0.618 125-127
1.000 125-075
1.618 124-312
2.618 124-177
4.250 123-276
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 125-278 126-010
PP 125-277 125-312
S1 125-276 125-293

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

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