ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 125-310 125-190 -0-120 -0.3% 124-230
High 126-000 125-190 -0-130 -0.3% 126-000
Low 125-190 125-130 -0-060 -0.1% 124-070
Close 125-190 125-140 -0-050 -0.1% 125-190
Range 0-130 0-060 -0-070 -53.8% 1-250
ATR 0-127 0-122 -0-005 -3.8% 0-000
Volume 1,404 258 -1,146 -81.6% 1,706
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 126-013 125-297 125-173
R3 125-273 125-237 125-156
R2 125-213 125-213 125-151
R1 125-177 125-177 125-146 125-165
PP 125-153 125-153 125-153 125-148
S1 125-117 125-117 125-134 125-105
S2 125-093 125-093 125-129
S3 125-033 125-057 125-124
S4 124-293 124-317 125-107
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 130-197 129-283 126-184
R3 128-267 128-033 126-027
R2 127-017 127-017 125-294
R1 126-103 126-103 125-242 126-220
PP 125-087 125-087 125-087 125-145
S1 124-173 124-173 125-138 124-290
S2 123-157 123-157 125-086
S3 121-227 122-243 125-033
S4 119-297 120-313 124-196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-000 124-070 1-250 1.4% 0-138 0.3% 68% False False 390
10 126-000 124-070 1-250 1.4% 0-100 0.2% 68% False False 258
20 126-000 124-070 1-250 1.4% 0-072 0.2% 68% False False 140
Crabel Price Patterns
NR True
NR4 True
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 0-006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-125
2.618 126-027
1.618 125-287
1.000 125-250
0.618 125-227
HIGH 125-190
0.618 125-167
0.500 125-160
0.382 125-153
LOW 125-130
0.618 125-093
1.000 125-070
1.618 125-033
2.618 124-293
4.250 124-195
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 125-160 125-160
PP 125-153 125-153
S1 125-147 125-147

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

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