ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 124-300 125-010 0-030 0.1% 125-070
High 125-030 125-010 -0-020 0.0% 125-090
Low 124-280 124-290 0-010 0.0% 124-230
Close 124-300 124-310 0-010 0.0% 124-280
Range 0-070 0-040 -0-030 -42.9% 0-180
ATR 0-117 0-112 -0-006 -4.7% 0-000
Volume 33 22 -11 -33.3% 53
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 125-110 125-090 125-012
R3 125-070 125-050 125-001
R2 125-030 125-030 124-317
R1 125-010 125-010 124-314 125-000
PP 124-310 124-310 124-310 124-305
S1 124-290 124-290 124-306 124-280
S2 124-270 124-270 124-303
S3 124-230 124-250 124-299
S4 124-190 124-210 124-288
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 126-207 126-103 125-059
R3 126-027 125-243 125-010
R2 125-167 125-167 124-313
R1 125-063 125-063 124-296 125-025
PP 124-307 124-307 124-307 124-288
S1 124-203 124-203 124-264 124-165
S2 124-127 124-127 124-247
S3 123-267 124-023 124-230
S4 123-087 123-163 124-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-080 124-260 0-140 0.4% 0-068 0.2% 36% False False 52
10 125-090 124-230 0-180 0.5% 0-056 0.1% 44% False False 29
20 125-090 122-260 2-150 2.0% 0-038 0.1% 87% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125-180
2.618 125-115
1.618 125-075
1.000 125-050
0.618 125-035
HIGH 125-010
0.618 124-315
0.500 124-310
0.382 124-305
LOW 124-290
0.618 124-265
1.000 124-250
1.618 124-225
2.618 124-185
4.250 124-120
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 124-310 125-005
PP 124-310 125-000
S1 124-310 124-315

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

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