ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 126-110 126-100 -0-010 0.0% 125-190
High 126-110 126-140 0-030 0.1% 126-180
Low 126-050 126-100 0-050 0.1% 125-130
Close 126-050 126-120 0-070 0.2% 126-120
Range 0-060 0-040 -0-020 -33.3% 1-050
ATR 0-127 0-124 -0-003 -2.1% 0-000
Volume 1,184 708 -476 -40.2% 4,779
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 126-240 126-220 126-142
R3 126-200 126-180 126-131
R2 126-160 126-160 126-127
R1 126-140 126-140 126-124 126-150
PP 126-120 126-120 126-120 126-125
S1 126-100 126-100 126-116 126-110
S2 126-080 126-080 126-113
S3 126-040 126-060 126-109
S4 126-000 126-020 126-098
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 129-187 129-043 127-004
R3 128-137 127-313 126-222
R2 127-087 127-087 126-188
R1 126-263 126-263 126-154 127-015
PP 126-037 126-037 126-037 126-072
S1 125-213 125-213 126-086 125-285
S2 124-307 124-307 126-052
S3 123-257 124-163 126-018
S4 122-207 123-113 125-236
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% 0-100 0.2% 84% False False 955
10 126-180 124-070 2-110 1.9% 0-122 0.3% 92% False False 648
20 126-180 124-070 2-110 1.9% 0-094 0.2% 92% False False 366
40 126-180 122-040 4-140 3.5% 0-062 0.2% 96% False False 185
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 126-310
2.618 126-245
1.618 126-205
1.000 126-180
0.618 126-165
HIGH 126-140
0.618 126-125
0.500 126-120
0.382 126-115
LOW 126-100
0.618 126-075
1.000 126-060
1.618 126-035
2.618 125-315
4.250 125-250
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 126-120 126-118
PP 126-120 126-117
S1 126-120 126-115

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

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