ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 126-100 126-110 0-010 0.0% 125-190
High 126-140 126-120 -0-020 0.0% 126-180
Low 126-100 126-100 0-000 0.0% 125-130
Close 126-120 126-110 -0-010 0.0% 126-120
Range 0-040 0-020 -0-020 -50.0% 1-050
ATR 0-124 0-117 -0-007 -6.0% 0-000
Volume 708 1,042 334 47.2% 4,779
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 126-170 126-160 126-121
R3 126-150 126-140 126-116
R2 126-130 126-130 126-114
R1 126-120 126-120 126-112 126-120
PP 126-110 126-110 126-110 126-110
S1 126-100 126-100 126-108 126-100
S2 126-090 126-090 126-106
S3 126-070 126-080 126-104
S4 126-050 126-060 126-099
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
5 126-180 125-150 1-030 0.9% 0-092 0.2% 80% False False 1,112
10 126-180 124-070 2-110 1.9% 0-115 0.3% 91% False False 751
20 126-180 124-070 2-110 1.9% 0-092 0.2% 91% False False 418
40 126-180 122-040 4-140 3.5% 0-063 0.2% 95% False False 211
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 126-205
2.618 126-172
1.618 126-152
1.000 126-140
0.618 126-132
HIGH 126-120
0.618 126-112
0.500 126-110
0.382 126-108
LOW 126-100
0.618 126-088
1.000 126-080
1.618 126-068
2.618 126-048
4.250 126-015
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 126-110 126-105
PP 126-110 126-100
S1 126-110 126-095

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

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