ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 126-050 126-005 -0-045 -0.1% 126-090
High 126-060 126-130 0-070 0.2% 126-180
Low 125-215 125-300 0-085 0.2% 125-215
Close 125-315 126-035 0-040 0.1% 126-035
Range 0-165 0-150 -0-015 -9.1% 0-285
ATR 0-200 0-197 -0-004 -1.8% 0-000
Volume 1,310,681 866,391 -444,290 -33.9% 4,648,570
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 127-178 127-097 126-118
R3 127-028 126-267 126-076
R2 126-198 126-198 126-062
R1 126-117 126-117 126-049 126-158
PP 126-048 126-048 126-048 126-069
S1 125-287 125-287 126-021 126-008
S2 125-218 125-218 126-008
S3 125-068 125-137 125-314
S4 124-238 124-307 125-272
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 128-252 128-108 126-192
R3 127-287 127-143 126-113
R2 127-002 127-002 126-087
R1 126-178 126-178 126-061 126-108
PP 126-037 126-037 126-037 126-001
S1 125-213 125-213 126-009 125-142
S2 125-072 125-072 125-303
S3 124-107 124-248 125-277
S4 123-142 123-283 125-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-180 125-215 0-285 0.7% 0-137 0.3% 49% False False 929,714
10 126-275 125-215 1-060 0.9% 0-162 0.4% 37% False False 981,009
20 126-275 123-235 3-040 2.5% 0-197 0.5% 76% False False 1,025,112
40 126-275 122-070 4-205 3.7% 0-217 0.5% 84% False False 919,463
60 126-275 122-070 4-205 3.7% 0-203 0.5% 84% False False 615,455
80 126-275 122-070 4-205 3.7% 0-178 0.4% 84% False False 461,749
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-128
2.618 127-203
1.618 127-053
1.000 126-280
0.618 126-223
HIGH 126-130
0.618 126-073
0.500 126-055
0.382 126-037
LOW 125-300
0.618 125-207
1.000 125-150
1.618 125-057
2.618 124-227
4.250 123-302
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 126-055 126-032
PP 126-048 126-030
S1 126-042 126-028

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

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