ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 123-060 122-270 -0-110 -0.3% 123-275
High 123-075 123-150 0-075 0.2% 123-285
Low 122-250 122-255 0-005 0.0% 122-070
Close 122-300 123-125 0-145 0.4% 122-300
Range 0-145 0-215 0-070 48.3% 1-215
ATR 0-240 0-238 -0-002 -0.7% 0-000
Volume 1,033,500 1,271,479 237,979 23.0% 5,760,921
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 125-075 124-315 123-243
R3 124-180 124-100 123-184
R2 123-285 123-285 123-164
R1 123-205 123-205 123-145 123-245
PP 123-070 123-070 123-070 123-090
S1 122-310 122-310 123-105 123-030
S2 122-175 122-175 123-086
S3 121-280 122-095 123-066
S4 121-065 121-200 123-007
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 128-010 127-050 123-274
R3 126-115 125-155 123-127
R2 124-220 124-220 123-078
R1 123-260 123-260 123-029 123-132
PP 123-005 123-005 123-005 122-261
S1 122-045 122-045 122-251 121-238
S2 121-110 121-110 122-202
S3 119-215 120-150 122-153
S4 118-000 118-255 122-006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-205 122-070 1-135 1.2% 0-260 0.7% 82% False False 1,242,998
10 124-230 122-070 2-160 2.0% 0-243 0.6% 47% False False 1,291,147
20 124-270 122-070 2-200 2.1% 0-236 0.6% 45% False False 710,429
40 126-150 122-070 4-080 3.4% 0-207 0.5% 28% False False 358,115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-104
2.618 125-073
1.618 124-178
1.000 124-045
0.618 123-283
HIGH 123-150
0.618 123-068
0.500 123-042
0.382 123-017
LOW 122-255
0.618 122-122
1.000 122-040
1.618 121-227
2.618 121-012
4.250 119-301
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 123-098 123-098
PP 123-070 123-072
S1 123-042 123-045

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

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