ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 126-095 126-285 0-190 0.5% 126-110
High 127-000 127-115 0-115 0.3% 127-115
Low 126-075 126-260 0-185 0.5% 125-170
Close 126-305 126-285 -0-020 0.0% 126-285
Range 0-245 0-175 -0-070 -28.6% 1-265
ATR 0-201 0-199 -0-002 -0.9% 0-000
Volume 1,189,868 990,417 -199,451 -16.8% 4,435,109
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 128-212 128-103 127-061
R3 128-037 127-248 127-013
R2 127-182 127-182 126-317
R1 127-073 127-073 126-301 127-052
PP 127-007 127-007 127-007 126-316
S1 126-218 126-218 126-269 126-198
S2 126-152 126-152 126-253
S3 125-297 126-043 126-237
S4 125-122 125-188 126-189
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 132-025 131-100 127-287
R3 130-080 129-155 127-126
R2 128-135 128-135 127-072
R1 127-210 127-210 127-019 128-012
PP 126-190 126-190 126-190 126-251
S1 125-265 125-265 126-231 126-068
S2 124-245 124-245 126-178
S3 122-300 124-000 126-124
S4 121-035 122-055 125-283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-115 125-170 1-265 1.4% 0-205 0.5% 74% True False 887,021
10 127-115 125-170 1-265 1.4% 0-171 0.4% 74% True False 908,367
20 127-115 125-025 2-090 1.8% 0-172 0.4% 79% True False 927,729
40 127-115 122-070 5-045 4.1% 0-215 0.5% 91% True False 1,024,938
60 127-115 122-070 5-045 4.1% 0-209 0.5% 91% True False 688,932
80 127-115 122-070 5-045 4.1% 0-188 0.5% 91% True False 517,187
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 0-033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-219
2.618 128-253
1.618 128-078
1.000 127-290
0.618 127-223
HIGH 127-115
0.618 127-048
0.500 127-028
0.382 127-007
LOW 126-260
0.618 126-152
1.000 126-085
1.618 125-297
2.618 125-122
4.250 124-156
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 127-028 126-238
PP 127-007 126-190
S1 126-306 126-142

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

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