ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 125-070 124-260 -0-130 -0.3% 124-190
High 125-070 124-260 -0-130 -0.3% 125-000
Low 125-000 124-230 -0-090 -0.2% 124-190
Close 125-030 124-250 -0-100 -0.2% 125-000
Range 0-070 0-030 -0-040 -57.1% 0-130
ATR 0-124 0-123 0-000 -0.2% 0-000
Volume 2 13 11 550.0% 8
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 125-017 125-003 124-266
R3 124-307 124-293 124-258
R2 124-277 124-277 124-256
R1 124-263 124-263 124-253 124-255
PP 124-247 124-247 124-247 124-242
S1 124-233 124-233 124-247 124-225
S2 124-217 124-217 124-244
S3 124-187 124-203 124-242
S4 124-157 124-173 124-234
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 126-027 125-303 125-072
R3 125-217 125-173 125-036
R2 125-087 125-087 125-024
R1 125-043 125-043 125-012 125-065
PP 124-277 124-277 124-277 124-288
S1 124-233 124-233 124-308 124-255
S2 124-147 124-147 124-296
S3 124-017 124-103 124-284
S4 123-207 123-293 124-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-070 124-230 0-160 0.4% 0-020 0.1% 13% False True 4
10 125-070 124-110 0-280 0.7% 0-010 0.0% 50% False False 2
20 125-070 122-040 3-030 2.5% 0-035 0.1% 86% False False 4
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-068
2.618 125-019
1.618 124-309
1.000 124-290
0.618 124-279
HIGH 124-260
0.618 124-249
0.500 124-245
0.382 124-241
LOW 124-230
0.618 124-211
1.000 124-200
1.618 124-181
2.618 124-151
4.250 124-102
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 124-248 124-310
PP 124-247 124-290
S1 124-245 124-270

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

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