ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 124-230 124-140 -0-090 -0.2% 125-050
High 124-230 124-180 -0-050 -0.1% 125-050
Low 124-140 124-140 0-000 0.0% 124-120
Close 124-190 124-170 -0-020 -0.1% 124-250
Range 0-090 0-040 -0-050 -55.6% 0-250
ATR 0-113 0-109 -0-005 -4.0% 0-000
Volume 10 5 -5 -50.0% 793
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 124-283 124-267 124-192
R3 124-243 124-227 124-181
R2 124-203 124-203 124-177
R1 124-187 124-187 124-174 124-195
PP 124-163 124-163 124-163 124-168
S1 124-147 124-147 124-166 124-155
S2 124-123 124-123 124-163
S3 124-083 124-107 124-159
S4 124-043 124-067 124-148
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 127-037 126-233 125-068
R3 126-107 125-303 124-319
R2 125-177 125-177 124-296
R1 125-053 125-053 124-273 124-310
PP 124-247 124-247 124-247 124-215
S1 124-123 124-123 124-227 124-060
S2 123-317 123-317 124-204
S3 123-067 123-193 124-181
S4 122-137 122-263 124-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-010 124-120 0-210 0.5% 0-056 0.1% 24% False False 119
10 125-090 124-120 0-290 0.7% 0-070 0.2% 17% False False 84
20 125-090 124-110 0-300 0.8% 0-040 0.1% 20% False False 43
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 0-003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-030
2.618 124-285
1.618 124-245
1.000 124-220
0.618 124-205
HIGH 124-180
0.618 124-165
0.500 124-160
0.382 124-155
LOW 124-140
0.618 124-115
1.000 124-100
1.618 124-075
2.618 124-035
4.250 123-290
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 124-167 124-205
PP 124-163 124-193
S1 124-160 124-182

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

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