ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 124-260 124-290 0-030 0.1% 124-190
High 124-260 125-090 0-150 0.4% 125-000
Low 124-230 124-290 0-060 0.2% 124-190
Close 124-250 125-020 0-090 0.2% 125-000
Range 0-030 0-120 0-090 300.0% 0-130
ATR 0-123 0-126 0-003 2.1% 0-000
Volume 13 6 -7 -53.8% 8
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 126-067 126-003 125-086
R3 125-267 125-203 125-053
R2 125-147 125-147 125-042
R1 125-083 125-083 125-031 125-115
PP 125-027 125-027 125-027 125-042
S1 124-283 124-283 125-009 124-315
S2 124-227 124-227 124-318
S3 124-107 124-163 124-307
S4 123-307 124-043 124-274
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
5 125-090 124-230 0-180 0.4% 0-044 0.1% 61% True False 5
10 125-090 124-110 0-300 0.7% 0-022 0.1% 77% True False 3
20 125-090 122-040 3-050 2.5% 0-041 0.1% 93% True False 5
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 16 trading days
Fibonacci Retracements and Extensions
4.250 126-280
2.618 126-084
1.618 125-284
1.000 125-210
0.618 125-164
HIGH 125-090
0.618 125-044
0.500 125-030
0.382 125-016
LOW 124-290
0.618 124-216
1.000 124-170
1.618 124-096
2.618 123-296
4.250 123-100
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 125-030 125-013
PP 125-027 125-007
S1 125-023 125-000

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

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