ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 125-050 124-300 -0-070 -0.2% 125-070
High 125-050 125-030 -0-020 0.0% 125-090
Low 124-310 124-280 -0-030 -0.1% 124-230
Close 124-310 124-300 -0-010 0.0% 124-280
Range 0-060 0-070 0-010 16.7% 0-180
ATR 0-121 0-117 -0-004 -3.0% 0-000
Volume 177 33 -144 -81.4% 53
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 125-200 125-160 125-018
R3 125-130 125-090 124-319
R2 125-060 125-060 124-313
R1 125-020 125-020 124-306 125-015
PP 124-310 124-310 124-310 124-308
S1 124-270 124-270 124-294 124-265
S2 124-240 124-240 124-287
S3 124-170 124-200 124-281
S4 124-100 124-130 124-262
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
5 125-090 124-260 0-150 0.4% 0-084 0.2% 27% False False 49
10 125-090 124-230 0-180 0.5% 0-052 0.1% 39% False False 26
20 125-090 122-260 2-150 2.0% 0-036 0.1% 86% False False 16
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 0-002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-008
2.618 125-213
1.618 125-143
1.000 125-100
0.618 125-073
HIGH 125-030
0.618 125-003
0.500 124-315
0.382 124-307
LOW 124-280
0.618 124-237
1.000 124-210
1.618 124-167
2.618 124-097
4.250 123-302
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 124-315 124-315
PP 124-310 124-310
S1 124-305 124-305

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

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