ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 17-Oct-2013
Day Change Summary
Previous Current
16-Oct-2013 17-Oct-2013 Change Change % Previous Week
Open 124-090 125-000 0-230 0.6% 125-050
High 124-310 125-220 0-230 0.6% 125-050
Low 124-070 125-000 0-250 0.6% 124-120
Close 124-300 125-220 0-240 0.6% 124-250
Range 0-240 0-220 -0-020 -8.3% 0-250
ATR 0-118 0-127 0-009 7.4% 0-000
Volume 35 252 217 620.0% 793
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 127-167 127-093 126-021
R3 126-267 126-193 125-280
R2 126-047 126-047 125-260
R1 125-293 125-293 125-240 126-010
PP 125-147 125-147 125-147 125-165
S1 125-073 125-073 125-200 125-110
S2 124-247 124-247 125-180
S3 124-027 124-173 125-160
S4 123-127 123-273 125-099
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
5 125-220 124-070 1-150 1.2% 0-122 0.3% 100% True False 143
10 125-220 124-070 1-150 1.2% 0-097 0.2% 100% True False 111
20 125-220 124-070 1-150 1.2% 0-063 0.2% 100% True False 57
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-195
2.618 127-156
1.618 126-256
1.000 126-120
0.618 126-036
HIGH 125-220
0.618 125-136
0.500 125-110
0.382 125-084
LOW 125-000
0.618 124-184
1.000 124-100
1.618 123-284
2.618 123-064
4.250 122-025
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 125-183 125-142
PP 125-147 125-063
S1 125-110 124-305

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

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