ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 125-190 125-150 -0-040 -0.1% 124-230
High 125-190 126-080 0-210 0.5% 126-000
Low 125-130 125-150 0-020 0.0% 124-070
Close 125-140 126-080 0-260 0.6% 125-190
Range 0-060 0-250 0-190 316.7% 1-250
ATR 0-122 0-132 0-010 8.1% 0-000
Volume 258 578 320 124.0% 1,706
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 128-107 128-023 126-218
R3 127-177 127-093 126-149
R2 126-247 126-247 126-126
R1 126-163 126-163 126-103 126-205
PP 125-317 125-317 125-317 126-018
S1 125-233 125-233 126-057 125-275
S2 125-067 125-067 126-034
S3 124-137 124-303 126-011
S4 123-207 124-053 125-262
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
5 126-080 124-070 2-010 1.6% 0-180 0.4% 100% True False 505
10 126-080 124-070 2-010 1.6% 0-118 0.3% 100% True False 312
20 126-080 124-070 2-010 1.6% 0-085 0.2% 100% True False 169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 129-182
2.618 128-094
1.618 127-164
1.000 127-010
0.618 126-234
HIGH 126-080
0.618 125-304
0.500 125-275
0.382 125-246
LOW 125-150
0.618 124-316
1.000 124-220
1.618 124-066
2.618 123-136
4.250 122-048
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 126-038 126-035
PP 125-317 125-310
S1 125-275 125-265

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

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