ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 04-Oct-2013
Day Change Summary
Previous Current
03-Oct-2013 04-Oct-2013 Change Change % Previous Week
Open 125-010 125-040 0-030 0.1% 125-070
High 125-080 125-040 -0-040 -0.1% 125-090
Low 125-010 124-260 -0-070 -0.2% 124-230
Close 125-080 124-280 -0-120 -0.3% 124-280
Range 0-070 0-100 0-030 42.9% 0-180
ATR 0-122 0-123 0-001 1.1% 0-000
Volume 9 23 14 155.6% 53
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 125-280 125-220 125-015
R3 125-180 125-120 124-308
R2 125-080 125-080 124-298
R1 125-020 125-020 124-289 125-000
PP 124-300 124-300 124-300 124-290
S1 124-240 124-240 124-271 124-220
S2 124-200 124-200 124-262
S3 124-100 124-140 124-252
S4 124-000 124-040 124-225
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 126-207 126-103 125-059
R3 126-027 125-243 125-010
R2 125-167 125-167 124-313
R1 125-063 125-063 124-296 125-025
PP 124-307 124-307 124-307 124-288
S1 124-203 124-203 124-264 124-165
S2 124-127 124-127 124-247
S3 123-267 124-023 124-230
S4 123-087 123-163 124-181
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 0.5% 0-078 0.2% 28% False False 10
10 125-090 124-190 0-220 0.6% 0-039 0.1% 41% False False 6
20 125-090 122-040 3-050 2.5% 0-050 0.1% 87% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-145
2.618 125-302
1.618 125-202
1.000 125-140
0.618 125-102
HIGH 125-040
0.618 125-002
0.500 124-310
0.382 124-298
LOW 124-260
0.618 124-198
1.000 124-160
1.618 124-098
2.618 123-318
4.250 123-155
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 124-310 125-015
PP 124-300 124-317
S1 124-290 124-298

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

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