ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 127-150 127-175 0-025 0.1% 126-110
High 127-255 127-245 -0-010 0.0% 127-115
Low 127-150 127-120 -0-030 -0.1% 125-170
Close 127-210 127-130 -0-080 -0.2% 126-285
Range 0-105 0-125 0-020 19.0% 1-265
ATR 0-190 0-186 -0-005 -2.5% 0-000
Volume 870,293 844,838 -25,455 -2.9% 4,435,109
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 128-220 128-140 127-199
R3 128-095 128-015 127-164
R2 127-290 127-290 127-153
R1 127-210 127-210 127-141 127-188
PP 127-165 127-165 127-165 127-154
S1 127-085 127-085 127-119 127-062
S2 127-040 127-040 127-107
S3 126-235 126-280 127-096
S4 126-110 126-155 127-061
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
5 127-255 126-205 1-050 0.9% 0-153 0.4% 66% False False 898,036
10 127-255 125-170 2-085 1.8% 0-176 0.4% 83% False False 880,126
20 127-255 125-170 2-085 1.8% 0-171 0.4% 83% False False 930,702
40 127-255 122-070 5-185 4.4% 0-204 0.5% 93% False False 1,048,200
60 127-255 122-070 5-185 4.4% 0-207 0.5% 93% False False 746,853
80 127-255 122-070 5-185 4.4% 0-193 0.5% 93% False False 560,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-136
2.618 128-252
1.618 128-127
1.000 128-050
0.618 128-002
HIGH 127-245
0.618 127-197
0.500 127-182
0.382 127-168
LOW 127-120
0.618 127-043
1.000 126-315
1.618 126-238
2.618 126-113
4.250 125-229
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 127-182 127-114
PP 127-165 127-098
S1 127-148 127-082

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

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