ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 126-285 126-285 0-000 0.0% 126-110
High 127-115 126-310 -0-125 -0.3% 127-115
Low 126-260 126-205 -0-055 -0.1% 125-170
Close 126-285 126-240 -0-045 -0.1% 126-285
Range 0-175 0-105 -0-070 -40.0% 1-265
ATR 0-199 0-192 -0-007 -3.4% 0-000
Volume 990,417 597,937 -392,480 -39.6% 4,435,109
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 127-247 127-188 126-298
R3 127-142 127-083 126-269
R2 127-037 127-037 126-259
R1 126-298 126-298 126-250 126-275
PP 126-252 126-252 126-252 126-240
S1 126-193 126-193 126-230 126-170
S2 126-147 126-147 126-221
S3 126-042 126-088 126-211
S4 125-257 125-303 126-182
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 132-025 131-100 127-287
R3 130-080 129-155 127-126
R2 128-135 128-135 127-072
R1 127-210 127-210 127-019 128-012
PP 126-190 126-190 126-190 126-251
S1 125-265 125-265 126-231 126-068
S2 124-245 124-245 126-178
S3 122-300 124-000 126-124
S4 121-035 122-055 125-283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-115 125-170 1-265 1.4% 0-182 0.4% 67% False False 968,574
10 127-115 125-170 1-265 1.4% 0-172 0.4% 67% False False 906,642
20 127-115 125-160 1-275 1.5% 0-169 0.4% 67% False False 925,429
40 127-115 122-070 5-045 4.1% 0-209 0.5% 88% False False 1,037,688
60 127-115 122-070 5-045 4.1% 0-209 0.5% 88% False False 698,807
80 127-115 122-070 5-045 4.1% 0-187 0.5% 88% False False 524,661
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-035
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 128-116
2.618 127-265
1.618 127-160
1.000 127-095
0.618 127-055
HIGH 126-310
0.618 126-270
0.500 126-258
0.382 126-245
LOW 126-205
0.618 126-140
1.000 126-100
1.618 126-035
2.618 125-250
4.250 125-079
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 126-258 126-255
PP 126-252 126-250
S1 126-246 126-245

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

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