ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 127-150 127-075 -0-075 -0.2% 127-180
High 127-245 127-090 -0-155 -0.4% 128-020
Low 127-025 126-220 -0-125 -0.3% 126-220
Close 127-115 126-250 -0-185 -0.5% 126-250
Range 0-220 0-190 -0-030 -13.6% 1-120
ATR 0-177 0-180 0-003 1.5% 0-000
Volume 1,469,826 1,110,369 -359,457 -24.5% 5,091,259
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 128-223 128-107 127-034
R3 128-033 127-237 126-302
R2 127-163 127-163 126-285
R1 127-047 127-047 126-267 127-010
PP 126-293 126-293 126-293 126-275
S1 126-177 126-177 126-233 126-140
S2 126-103 126-103 126-215
S3 125-233 125-307 126-198
S4 125-043 125-117 126-146
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 131-097 130-133 127-172
R3 129-297 129-013 127-051
R2 128-177 128-177 127-011
R1 127-213 127-213 126-290 127-135
PP 127-057 127-057 127-057 127-018
S1 126-093 126-093 126-210 126-015
S2 125-257 125-257 126-169
S3 124-137 124-293 126-129
S4 123-017 123-173 126-008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-020 126-220 1-120 1.1% 0-169 0.4% 7% False True 1,018,251
10 128-020 126-205 1-135 1.1% 0-154 0.4% 10% False False 920,012
20 128-020 125-170 2-170 2.0% 0-162 0.4% 49% False False 914,190
40 128-020 122-250 5-090 4.2% 0-187 0.5% 76% False False 984,182
60 128-020 122-070 5-270 4.6% 0-202 0.5% 78% False False 841,171
80 128-020 122-070 5-270 4.6% 0-195 0.5% 78% False False 632,095
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 0-040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-258
2.618 128-267
1.618 128-077
1.000 127-280
0.618 127-207
HIGH 127-090
0.618 127-017
0.500 126-315
0.382 126-293
LOW 126-220
0.618 126-103
1.000 126-030
1.618 125-233
2.618 125-043
4.250 124-052
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 126-315 127-120
PP 126-293 127-057
S1 126-272 126-313

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

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