ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 16-Oct-2013

Day Change Summary
	Previous	Current
	15-Oct-2013	16-Oct-2013	Change	Change %	Previous Week
Open	124-140	124-090	-0-050	-0.1%	125-050
High	124-180	124-310	0-130	0.3%	125-050
Low	124-140	124-070	-0-070	-0.2%	124-120
Close	124-170	124-300	0-130	0.3%	124-250
Range	0-040	0-240	0-200	500.0%	0-250
ATR	0-109	0-118	0-009	8.7%	0-000
Volume	5	35	30	600.0%	793

Daily Pivots for day following 16-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-307	126-223	125-112
R3	126-067	125-303	125-046
R2	125-147	125-147	125-024
R1	125-063	125-063	125-002	125-105
PP	124-227	124-227	124-227	124-248
S1	124-143	124-143	124-278	124-185
S2	123-307	123-307	124-256
S3	123-067	123-223	124-234
S4	122-147	122-303	124-168

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	124-310	124-070	0-240	0.6%	0-096	0.2%	96%	True	True	122
10	125-080	124-070	1-010	0.8%	0-082	0.2%	70%	False	True	87
20	125-090	124-070	1-020	0.9%	0-052	0.1%	68%	False	True	45

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-005
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	128-050
2.618	126-298
1.618	126-058
1.000	125-230
0.618	125-138
HIGH	124-310
0.618	124-218
0.500	124-190
0.382	124-162
LOW	124-070
0.618	123-242
1.000	123-150
1.618	123-002
2.618	122-082
4.250	121-010

Fisher Pivots for day following 16-Oct-2013
Pivot	1 day	3 day
R1	124-263	124-263
PP	124-227	124-227
S1	124-190	124-190

Download as Excel Spreadsheet

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

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