ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 124-240 125-000 0-080 0.2% 124-190
High 124-240 125-000 0-080 0.2% 125-000
Low 124-240 125-000 0-080 0.2% 124-190
Close 124-240 125-000 0-080 0.2% 125-000
Range
ATR 0-131 0-128 -0-004 -2.8% 0-000
Volume 1 4 3 300.0% 8
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 125-000 125-000 125-000
R3 125-000 125-000 125-000
R2 125-000 125-000 125-000
R1 125-000 125-000 125-000 125-000
PP 125-000 125-000 125-000 125-000
S1 125-000 125-000 125-000 125-000
S2 125-000 125-000 125-000
S3 125-000 125-000 125-000
S4 125-000 125-000 125-000
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 126-027 125-303 125-072
R3 125-217 125-173 125-036
R2 125-087 125-087 125-024
R1 125-043 125-043 125-012 125-065
PP 124-277 124-277 124-277 124-288
S1 124-233 124-233 124-308 124-255
S2 124-147 124-147 124-296
S3 124-017 124-103 124-284
S4 123-207 123-293 124-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-000 124-190 0-130 0.3% 0-000 0.0% 100% True False 1
10 125-000 123-090 1-230 1.4% 0-011 0.0% 100% True False 1
20 125-000 122-040 2-280 2.3% 0-030 0.1% 100% True False 4
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 125-000
2.618 125-000
1.618 125-000
1.000 125-000
0.618 125-000
HIGH 125-000
0.618 125-000
0.500 125-000
0.382 125-000
LOW 125-000
0.618 125-000
1.000 125-000
1.618 125-000
2.618 125-000
4.250 125-000
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 125-000 124-307
PP 125-000 124-293
S1 125-000 124-280

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

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