ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 124-065 124-010 -0-055 -0.1% 122-315
High 124-250 124-115 -0-135 -0.3% 123-265
Low 123-300 123-315 0-015 0.0% 122-250
Close 123-310 124-045 0-055 0.1% 123-175
Range 0-270 0-120 -0-150 -55.6% 1-015
ATR 0-244 0-236 -0-009 -3.5% 0-000
Volume 1,385,764 852,762 -533,002 -38.5% 5,229,802
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 125-092 125-028 124-111
R3 124-292 124-228 124-078
R2 124-172 124-172 124-067
R1 124-108 124-108 124-056 124-140
PP 124-052 124-052 124-052 124-068
S1 123-308 123-308 124-034 124-020
S2 123-252 123-252 124-023
S3 123-132 123-188 124-012
S4 123-012 123-068 123-299
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
5 124-250 122-255 1-315 1.6% 0-201 0.5% 68% False False 1,122,500
10 124-250 122-070 2-180 2.1% 0-228 0.6% 75% False False 1,158,736
20 124-250 122-070 2-180 2.1% 0-233 0.6% 75% False False 923,113
40 126-110 122-070 4-040 3.3% 0-211 0.5% 47% False False 466,549
60 126-150 122-070 4-080 3.4% 0-178 0.4% 45% False False 311,270
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 125-305
2.618 125-109
1.618 124-309
1.000 124-235
0.618 124-189
HIGH 124-115
0.618 124-069
0.500 124-055
0.382 124-041
LOW 123-315
0.618 123-241
1.000 123-195
1.618 123-121
2.618 123-001
4.250 122-125
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 124-055 124-015
PP 124-052 123-305
S1 124-048 123-275

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

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