ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 122-270 123-125 0-175 0.4% 123-275
High 123-150 123-265 0-115 0.3% 123-285
Low 122-255 123-105 0-170 0.4% 122-070
Close 123-125 123-135 0-010 0.0% 122-300
Range 0-215 0-160 -0-055 -25.6% 1-215
ATR 0-238 0-232 -0-006 -2.3% 0-000
Volume 1,271,479 1,108,657 -162,822 -12.8% 5,760,921
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 125-008 124-232 123-223
R3 124-168 124-072 123-179
R2 124-008 124-008 123-164
R1 123-232 123-232 123-150 123-280
PP 123-168 123-168 123-168 123-192
S1 123-072 123-072 123-120 123-120
S2 123-008 123-008 123-106
S3 122-168 122-232 123-091
S4 122-008 122-072 123-047
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
5 123-265 122-070 1-195 1.3% 0-235 0.6% 75% True False 1,190,307
10 124-150 122-070 2-080 1.8% 0-235 0.6% 53% False False 1,249,705
20 124-270 122-070 2-200 2.1% 0-241 0.6% 46% False False 764,955
40 126-140 122-070 4-070 3.4% 0-204 0.5% 29% False False 385,804
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-305
2.618 125-044
1.618 124-204
1.000 124-105
0.618 124-044
HIGH 123-265
0.618 123-204
0.500 123-185
0.382 123-166
LOW 123-105
0.618 123-006
1.000 122-265
1.618 122-166
2.618 122-006
4.250 121-065
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 123-185 123-122
PP 123-168 123-110
S1 123-152 123-098

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

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