ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 125-245 125-250 0-005 0.0% 126-090
High 126-025 126-100 0-075 0.2% 126-180
Low 125-210 125-170 -0-040 -0.1% 125-215
Close 125-275 126-085 0-130 0.3% 126-035
Range 0-135 0-250 0-115 85.2% 0-285
ATR 0-194 0-198 0-004 2.1% 0-000
Volume 899,938 1,164,710 264,772 29.4% 4,648,570
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 128-122 128-033 126-222
R3 127-192 127-103 126-154
R2 126-262 126-262 126-131
R1 126-173 126-173 126-108 126-218
PP 126-012 126-012 126-012 126-034
S1 125-243 125-243 126-062 125-288
S2 125-082 125-082 126-039
S3 124-152 124-313 126-016
S4 123-222 124-063 125-268
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
5 126-130 125-170 0-280 0.7% 0-184 0.5% 84% False True 886,379
10 126-275 125-170 1-105 1.1% 0-168 0.4% 55% False True 876,083
20 126-275 124-295 1-300 1.5% 0-173 0.4% 69% False False 936,170
40 126-275 122-070 4-205 3.7% 0-215 0.5% 87% False False 973,803
60 126-275 122-070 4-205 3.7% 0-208 0.5% 87% False False 652,979
80 126-275 122-070 4-205 3.7% 0-186 0.5% 87% False False 489,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 129-202
2.618 128-114
1.618 127-184
1.000 127-030
0.618 126-254
HIGH 126-100
0.618 126-004
0.500 125-295
0.382 125-266
LOW 125-170
0.618 125-016
1.000 124-240
1.618 124-086
2.618 123-156
4.250 122-068
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 126-048 126-051
PP 126-012 126-017
S1 125-295 125-302

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

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