ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 125-220 125-290 0-070 0.2% 125-150
High 126-040 126-120 0-080 0.2% 126-120
Low 125-210 124-210 -1-000 -0.8% 124-210
Close 125-280 124-250 -1-030 -0.9% 124-250
Range 0-150 1-230 1-080 266.7% 1-230
ATR 0-134 0-164 0-030 22.1% 0-000
Volume 5,194 5,058 -136 -2.6% 26,235
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 130-137 129-103 125-232
R3 128-227 127-193 125-081
R2 126-317 126-317 125-031
R1 125-283 125-283 124-300 125-185
PP 125-087 125-087 125-087 125-038
S1 124-053 124-053 124-200 123-275
S2 123-177 123-177 124-149
S3 121-267 122-143 124-099
S4 120-037 120-233 123-268
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 130-137 129-103 125-232
R3 128-227 127-193 125-081
R2 126-317 126-317 125-031
R1 125-283 125-283 124-300 125-185
PP 125-087 125-087 125-087 125-038
S1 124-053 124-053 124-200 123-275
S2 123-177 123-177 124-149
S3 121-267 122-143 124-099
S4 120-037 120-233 123-268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-120 124-210 1-230 1.4% 0-224 0.6% 7% True True 5,247
10 126-250 124-210 2-040 1.7% 0-177 0.4% 6% False True 4,790
20 126-250 124-070 2-180 2.1% 0-150 0.4% 22% False False 2,719
40 126-250 123-090 3-160 2.8% 0-094 0.2% 43% False False 1,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 133-218
2.618 130-280
1.618 129-050
1.000 128-030
0.618 127-140
HIGH 126-120
0.618 125-230
0.500 125-165
0.382 125-100
LOW 124-210
0.618 123-190
1.000 122-300
1.618 121-280
2.618 120-050
4.250 117-112
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 125-165 125-165
PP 125-087 125-087
S1 125-008 125-008

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

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