ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 125-000 125-070 0-070 0.2% 124-190
High 125-000 125-070 0-070 0.2% 125-000
Low 125-000 125-000 0-000 0.0% 124-190
Close 125-000 125-030 0-030 0.1% 125-000
Range 0-000 0-070 0-070 0-130
ATR 0-128 0-124 -0-004 -3.2% 0-000
Volume 4 2 -2 -50.0% 8
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 125-243 125-207 125-068
R3 125-173 125-137 125-049
R2 125-103 125-103 125-043
R1 125-067 125-067 125-036 125-050
PP 125-033 125-033 125-033 125-025
S1 124-317 124-317 125-024 124-300
S2 124-283 124-283 125-017
S3 124-213 124-247 125-011
S4 124-143 124-177 124-312
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
5 125-070 124-240 0-150 0.4% 0-014 0.0% 73% True False 1
10 125-070 123-090 1-300 1.5% 0-018 0.0% 94% True False 1
20 125-070 122-040 3-030 2.5% 0-034 0.1% 96% True False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 126-048
2.618 125-253
1.618 125-183
1.000 125-140
0.618 125-113
HIGH 125-070
0.618 125-043
0.500 125-035
0.382 125-027
LOW 125-000
0.618 124-277
1.000 124-250
1.618 124-207
2.618 124-137
4.250 124-022
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 125-035 125-018
PP 125-033 125-007
S1 125-032 124-315

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

View Archives - Comment on this page... - Back to Index of Symbols