ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 125-010 124-130 -0-200 -0.5% 125-070
High 125-010 124-210 -0-120 -0.3% 125-090
Low 124-290 124-120 -0-170 -0.4% 124-230
Close 124-310 124-210 -0-100 -0.3% 124-280
Range 0-040 0-090 0-050 125.0% 0-180
ATR 0-112 0-117 0-006 5.0% 0-000
Volume 22 147 125 568.2% 53
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 125-130 125-100 124-260
R3 125-040 125-010 124-235
R2 124-270 124-270 124-226
R1 124-240 124-240 124-218 124-255
PP 124-180 124-180 124-180 124-188
S1 124-150 124-150 124-202 124-165
S2 124-090 124-090 124-194
S3 124-000 124-060 124-185
S4 123-230 123-290 124-160
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
5 125-050 124-120 0-250 0.6% 0-072 0.2% 36% False True 80
10 125-090 124-120 0-290 0.7% 0-065 0.2% 31% False True 43
20 125-090 122-260 2-150 2.0% 0-042 0.1% 75% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-272
2.618 125-126
1.618 125-036
1.000 124-300
0.618 124-266
HIGH 124-210
0.618 124-176
0.500 124-165
0.382 124-154
LOW 124-120
0.618 124-064
1.000 124-030
1.618 123-294
2.618 123-204
4.250 123-058
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 124-195 124-235
PP 124-180 124-227
S1 124-165 124-218

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

View Archives - Comment on this page... - Back to Index of Symbols