ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 126-090 126-110 0-020 0.0% 124-230
High 126-180 126-110 -0-070 -0.2% 126-000
Low 126-090 126-050 -0-040 -0.1% 124-070
Close 126-140 126-050 -0-090 -0.2% 125-190
Range 0-090 0-060 -0-030 -33.3% 1-250
ATR 0-130 0-127 -0-003 -2.2% 0-000
Volume 2,051 1,184 -867 -42.3% 1,706
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 126-250 126-210 126-083
R3 126-190 126-150 126-066
R2 126-130 126-130 126-061
R1 126-090 126-090 126-056 126-080
PP 126-070 126-070 126-070 126-065
S1 126-030 126-030 126-044 126-020
S2 126-010 126-010 126-039
S3 125-270 125-290 126-034
S4 125-210 125-230 126-017
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
5 126-180 125-130 1-050 0.9% 0-118 0.3% 65% False False 1,095
10 126-180 124-070 2-110 1.9% 0-120 0.3% 83% False False 619
20 126-180 124-070 2-110 1.9% 0-092 0.2% 83% False False 331
40 126-180 122-040 4-140 3.5% 0-061 0.2% 91% False False 167
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 0-003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-045
2.618 126-267
1.618 126-207
1.000 126-170
0.618 126-147
HIGH 126-110
0.618 126-087
0.500 126-080
0.382 126-073
LOW 126-050
0.618 126-013
1.000 125-310
1.618 125-273
2.618 125-213
4.250 125-115
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 126-080 126-035
PP 126-070 126-020
S1 126-060 126-005

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

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