ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 124-130 124-075 -0-055 -0.1% 124-095
High 124-175 124-130 -0-045 -0.1% 124-300
Low 124-035 124-040 0-005 0.0% 124-035
Close 124-080 124-085 0-005 0.0% 124-085
Range 0-140 0-090 -0-050 -35.7% 0-265
ATR 0-166 0-161 -0-005 -3.3% 0-000
Volume 1,032,146 627,047 -405,099 -39.2% 4,274,908
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 125-035 124-310 124-134
R3 124-265 124-220 124-110
R2 124-175 124-175 124-102
R1 124-130 124-130 124-093 124-152
PP 124-085 124-085 124-085 124-096
S1 124-040 124-040 124-077 124-062
S2 123-315 123-315 124-068
S3 123-225 123-270 124-060
S4 123-135 123-180 124-036
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 126-295 126-135 124-231
R3 126-030 125-190 124-158
R2 125-085 125-085 124-134
R1 124-245 124-245 124-109 124-192
PP 124-140 124-140 124-140 124-114
S1 123-300 123-300 124-061 123-248
S2 123-195 123-195 124-036
S3 122-250 123-035 124-012
S4 121-305 122-090 123-259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-300 124-035 0-265 0.7% 0-135 0.3% 19% False False 854,981
10 125-105 123-240 1-185 1.3% 0-164 0.4% 33% False False 1,057,020
20 125-270 123-240 2-030 1.7% 0-158 0.4% 25% False False 774,051
40 126-250 123-240 3-010 2.4% 0-154 0.4% 17% False False 389,348
60 126-250 123-240 3-010 2.4% 0-124 0.3% 17% False False 259,584
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 125-192
2.618 125-046
1.618 124-276
1.000 124-220
0.618 124-186
HIGH 124-130
0.618 124-096
0.500 124-085
0.382 124-074
LOW 124-040
0.618 123-304
1.000 123-270
1.618 123-214
2.618 123-124
4.250 122-298
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 124-085 124-150
PP 124-085 124-128
S1 124-085 124-107

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

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