ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 126-245 127-150 0-225 0.6% 126-110
High 127-165 127-255 0-090 0.2% 127-115
Low 126-230 127-150 0-240 0.6% 125-170
Close 127-160 127-210 0-050 0.1% 126-285
Range 0-255 0-105 -0-150 -58.8% 1-265
ATR 0-197 0-190 -0-007 -3.3% 0-000
Volume 1,186,695 870,293 -316,402 -26.7% 4,435,109
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 128-200 128-150 127-268
R3 128-095 128-045 127-239
R2 127-310 127-310 127-229
R1 127-260 127-260 127-220 127-285
PP 127-205 127-205 127-205 127-218
S1 127-155 127-155 127-200 127-180
S2 127-100 127-100 127-191
S3 126-315 127-050 127-181
S4 126-210 126-265 127-152
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
5 127-255 126-075 1-180 1.2% 0-177 0.4% 91% True False 967,042
10 127-255 125-170 2-085 1.8% 0-180 0.4% 94% True False 926,710
20 127-255 125-170 2-085 1.8% 0-170 0.4% 94% True False 934,894
40 127-255 122-070 5-185 4.4% 0-206 0.5% 97% True False 1,065,156
60 127-255 122-070 5-185 4.4% 0-212 0.5% 97% True False 732,858
80 127-255 122-070 5-185 4.4% 0-192 0.5% 97% True False 550,373
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-061
2.618 128-210
1.618 128-105
1.000 128-040
0.618 128-000
HIGH 127-255
0.618 127-215
0.500 127-202
0.382 127-190
LOW 127-150
0.618 127-085
1.000 127-045
1.618 126-300
2.618 126-195
4.250 126-024
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 127-208 127-163
PP 127-205 127-117
S1 127-202 127-070

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

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