ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 30-Oct-2013
Day Change Summary
Previous Current
29-Oct-2013 30-Oct-2013 Change Change % Previous Week
Open 126-070 126-190 0-120 0.3% 125-190
High 126-160 126-250 0-090 0.2% 126-180
Low 126-070 126-070 0-000 0.0% 125-130
Close 126-160 126-080 -0-080 -0.2% 126-120
Range 0-090 0-180 0-090 100.0% 1-050
ATR 0-115 0-119 0-005 4.1% 0-000
Volume 3,103 3,589 486 15.7% 4,779
Daily Pivots for day following 30-Oct-2013
Classic Woodie Camarilla DeMark
R4 128-033 127-237 126-179
R3 127-173 127-057 126-130
R2 126-313 126-313 126-113
R1 126-197 126-197 126-096 126-165
PP 126-133 126-133 126-133 126-118
S1 126-017 126-017 126-064 125-305
S2 125-273 125-273 126-047
S3 125-093 125-157 126-030
S4 124-233 124-297 125-301
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
5 126-250 126-050 0-200 0.5% 0-078 0.2% 15% True False 1,925
10 126-250 125-000 1-250 1.4% 0-114 0.3% 70% True False 1,416
20 126-250 124-070 2-180 2.0% 0-098 0.2% 79% True False 752
40 126-250 122-040 4-210 3.7% 0-070 0.2% 89% True False 378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 129-055
2.618 128-081
1.618 127-221
1.000 127-110
0.618 127-041
HIGH 126-250
0.618 126-181
0.500 126-160
0.382 126-139
LOW 126-070
0.618 125-279
1.000 125-210
1.618 125-099
2.618 124-239
4.250 123-265
Fisher Pivots for day following 30-Oct-2013
Pivot 1 day 3 day
R1 126-160 126-160
PP 126-133 126-133
S1 126-107 126-107

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

View Archives - Comment on this page... - Back to Index of Symbols