ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 124-140 124-090 -0-050 -0.1% 125-050
High 124-180 124-310 0-130 0.3% 125-050
Low 124-140 124-070 -0-070 -0.2% 124-120
Close 124-170 124-300 0-130 0.3% 124-250
Range 0-040 0-240 0-200 500.0% 0-250
ATR 0-109 0-118 0-009 8.7% 0-000
Volume 5 35 30 600.0% 793
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 126-307 126-223 125-112
R3 126-067 125-303 125-046
R2 125-147 125-147 125-024
R1 125-063 125-063 125-002 125-105
PP 124-227 124-227 124-227 124-248
S1 124-143 124-143 124-278 124-185
S2 123-307 123-307 124-256
S3 123-067 123-223 124-234
S4 122-147 122-303 124-168
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 127-037 126-233 125-068
R3 126-107 125-303 124-319
R2 125-177 125-177 124-296
R1 125-053 125-053 124-273 124-310
PP 124-247 124-247 124-247 124-215
S1 124-123 124-123 124-227 124-060
S2 123-317 123-317 124-204
S3 123-067 123-193 124-181
S4 122-137 122-263 124-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-310 124-070 0-240 0.6% 0-096 0.2% 96% True True 122
10 125-080 124-070 1-010 0.8% 0-082 0.2% 70% False True 87
20 125-090 124-070 1-020 0.9% 0-052 0.1% 68% False True 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-005
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 128-050
2.618 126-298
1.618 126-058
1.000 125-230
0.618 125-138
HIGH 124-310
0.618 124-218
0.500 124-190
0.382 124-162
LOW 124-070
0.618 123-242
1.000 123-150
1.618 123-002
2.618 122-082
4.250 121-010
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 124-263 124-263
PP 124-227 124-227
S1 124-190 124-190

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

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