ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 123-200 124-230 1-030 0.9% 123-000
High 123-200 124-230 1-030 0.9% 123-090
Low 123-090 124-230 1-140 1.2% 122-040
Close 123-090 124-230 1-140 1.2% 123-020
Range 0-110 0-000 -0-110 -100.0% 1-050
ATR 0-147 0-169 0-022 15.2% 0-000
Volume 4 1 -3 -75.0% 59
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 124-230 124-230 124-230
R3 124-230 124-230 124-230
R2 124-230 124-230 124-230
R1 124-230 124-230 124-230 124-230
PP 124-230 124-230 124-230 124-230
S1 124-230 124-230 124-230 124-230
S2 124-230 124-230 124-230
S3 124-230 124-230 124-230
S4 124-230 124-230 124-230
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 126-093 125-267 123-224
R3 125-043 124-217 123-122
R2 123-313 123-313 123-088
R1 123-167 123-167 123-054 123-240
PP 122-263 122-263 122-263 122-300
S1 122-117 122-117 122-306 122-190
S2 121-213 121-213 122-272
S3 120-163 121-067 122-238
S4 119-113 120-017 122-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-230 122-260 1-290 1.5% 0-038 0.1% 100% True False 9
10 124-230 122-040 2-190 2.1% 0-060 0.2% 100% True False 7
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 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-230
2.618 124-230
1.618 124-230
1.000 124-230
0.618 124-230
HIGH 124-230
0.618 124-230
0.500 124-230
0.382 124-230
LOW 124-230
0.618 124-230
1.000 124-230
1.618 124-230
2.618 124-230
4.250 124-230
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 124-230 124-153
PP 124-230 124-077
S1 124-230 124-000

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

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