ECBOT 10 Year T-Note Future March 2014


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 123-150 123-200 0-050 0.1% 123-000
High 123-150 123-200 0-050 0.1% 123-090
Low 123-150 123-090 -0-060 -0.2% 122-040
Close 123-150 123-090 -0-060 -0.2% 123-020
Range 0-000 0-110 0-110 1-050
ATR 0-150 0-147 -0-003 -1.9% 0-000
Volume 4 4 0 0.0% 59
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 124-137 124-063 123-150
R3 124-027 123-273 123-120
R2 123-237 123-237 123-110
R1 123-163 123-163 123-100 123-145
PP 123-127 123-127 123-127 123-118
S1 123-053 123-053 123-080 123-035
S2 123-017 123-017 123-070
S3 122-227 122-263 123-060
S4 122-117 122-153 123-030
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 126-093 125-267 123-224
R3 125-043 124-217 123-122
R2 123-313 123-313 123-088
R1 123-167 123-167 123-054 123-240
PP 122-263 122-263 122-263 122-300
S1 122-117 122-117 122-306 122-190
S2 121-213 121-213 122-272
S3 120-163 121-067 122-238
S4 119-113 120-017 122-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-200 122-260 0-260 0.7% 0-038 0.1% 58% True False 13
10 123-200 122-040 1-160 1.2% 0-060 0.2% 77% True False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-028
2.618 124-168
1.618 124-058
1.000 123-310
0.618 123-268
HIGH 123-200
0.618 123-158
0.500 123-145
0.382 123-132
LOW 123-090
0.618 123-022
1.000 122-300
1.618 122-232
2.618 122-122
4.250 121-262
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 123-145 123-083
PP 123-127 123-077
S1 123-108 123-070

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

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