ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 125-150 126-090 0-260 0.6% 124-230
High 126-080 126-180 0-100 0.2% 126-000
Low 125-150 126-090 0-260 0.6% 124-070
Close 126-080 126-140 0-060 0.1% 125-190
Range 0-250 0-090 -0-160 -64.0% 1-250
ATR 0-132 0-130 -0-002 -1.7% 0-000
Volume 578 2,051 1,473 254.8% 1,706
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 127-087 127-043 126-190
R3 126-317 126-273 126-165
R2 126-227 126-227 126-156
R1 126-183 126-183 126-148 126-205
PP 126-137 126-137 126-137 126-148
S1 126-093 126-093 126-132 126-115
S2 126-047 126-047 126-124
S3 125-277 126-003 126-115
S4 125-187 125-233 126-090
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
5 126-180 125-000 1-180 1.2% 0-150 0.4% 92% True False 908
10 126-180 124-070 2-110 1.9% 0-123 0.3% 95% True False 515
20 126-180 124-070 2-110 1.9% 0-090 0.2% 95% True False 272
40 126-180 122-040 4-140 3.5% 0-060 0.1% 97% True False 138
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 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-242
2.618 127-096
1.618 127-006
1.000 126-270
0.618 126-236
HIGH 126-180
0.618 126-146
0.500 126-135
0.382 126-124
LOW 126-090
0.618 126-034
1.000 126-000
1.618 125-264
2.618 125-174
4.250 125-028
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 126-138 126-092
PP 126-137 126-043
S1 126-135 125-315

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

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