ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 123-120 124-065 0-265 0.7% 122-315
High 123-220 124-250 1-030 0.9% 123-265
Low 122-300 123-300 1-000 0.8% 122-250
Close 123-175 123-310 0-135 0.3% 123-175
Range 0-240 0-270 0-030 12.5% 1-015
ATR 0-233 0-244 0-012 5.0% 0-000
Volume 993,840 1,385,764 391,924 39.4% 5,229,802
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 126-243 126-067 124-138
R3 125-293 125-117 124-064
R2 125-023 125-023 124-040
R1 124-167 124-167 124-015 124-120
PP 124-073 124-073 124-073 124-050
S1 123-217 123-217 123-285 123-170
S2 123-123 123-123 123-260
S3 122-173 122-267 123-236
S4 121-223 121-317 123-162
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
5 124-250 122-250 2-000 1.6% 0-206 0.5% 59% True False 1,158,648
10 124-250 122-070 2-180 2.1% 0-244 0.6% 68% True False 1,237,648
20 124-250 122-070 2-180 2.1% 0-236 0.6% 68% True False 881,713
40 126-140 122-070 4-070 3.4% 0-210 0.5% 41% False False 445,245
60 126-150 122-070 4-080 3.4% 0-176 0.4% 41% False False 297,057
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 0-034
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128-118
2.618 126-317
1.618 126-047
1.000 125-200
0.618 125-097
HIGH 124-250
0.618 124-147
0.500 124-115
0.382 124-083
LOW 123-300
0.618 123-133
1.000 123-030
1.618 122-183
2.618 121-233
4.250 120-112
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 124-115 123-298
PP 124-073 123-287
S1 124-032 123-275

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

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