ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 123-125 123-120 -0-005 0.0% 122-315
High 123-265 123-220 -0-045 -0.1% 123-265
Low 123-105 122-300 -0-125 -0.3% 122-250
Close 123-135 123-175 0-040 0.1% 123-175
Range 0-160 0-240 0-080 50.0% 1-015
ATR 0-232 0-233 0-001 0.2% 0-000
Volume 1,108,657 993,840 -114,817 -10.4% 5,229,802
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 125-205 125-110 123-307
R3 124-285 124-190 123-241
R2 124-045 124-045 123-219
R1 123-270 123-270 123-197 123-318
PP 123-125 123-125 123-125 123-149
S1 123-030 123-030 123-153 123-078
S2 122-205 122-205 123-131
S3 121-285 122-110 123-109
S4 121-045 121-190 123-043
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 126-168 126-027 124-039
R3 125-153 125-012 123-267
R2 124-138 124-138 123-236
R1 123-317 123-317 123-206 124-068
PP 123-123 123-123 123-123 123-159
S1 122-302 122-302 123-144 123-052
S2 122-108 122-108 123-114
S3 121-093 121-287 123-083
S4 120-078 120-272 122-311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-265 122-250 1-015 0.8% 0-192 0.5% 73% False False 1,045,960
10 124-150 122-070 2-080 1.8% 0-233 0.6% 59% False False 1,228,500
20 124-240 122-070 2-170 2.0% 0-236 0.6% 52% False False 813,815
40 126-140 122-070 4-070 3.4% 0-206 0.5% 31% False False 410,627
60 126-150 122-070 4-080 3.4% 0-172 0.4% 31% False False 273,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-280
2.618 125-208
1.618 124-288
1.000 124-140
0.618 124-048
HIGH 123-220
0.618 123-128
0.500 123-100
0.382 123-072
LOW 122-300
0.618 122-152
1.000 122-060
1.618 121-232
2.618 120-312
4.250 119-240
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 123-150 123-150
PP 123-125 123-125
S1 123-100 123-100

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

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