ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 126-220 126-300 0-080 0.2% 127-180
High 127-020 127-015 -0-005 0.0% 128-020
Low 126-215 126-125 -0-090 -0.2% 126-220
Close 126-315 126-180 -0-135 -0.3% 126-250
Range 0-125 0-210 0-085 68.0% 1-120
ATR 0-176 0-178 0-002 1.4% 0-000
Volume 543,146 1,134,295 591,149 108.8% 5,091,259
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 128-203 128-082 126-296
R3 127-313 127-192 126-238
R2 127-103 127-103 126-218
R1 126-302 126-302 126-199 126-258
PP 126-213 126-213 126-213 126-191
S1 126-092 126-092 126-161 126-048
S2 126-003 126-003 126-142
S3 125-113 125-202 126-122
S4 124-223 124-312 126-064
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
5 128-020 126-125 1-215 1.3% 0-198 0.5% 10% False True 1,101,394
10 128-020 126-125 1-215 1.3% 0-152 0.4% 10% False True 909,293
20 128-020 125-170 2-170 2.0% 0-168 0.4% 41% False False 925,238
40 128-020 122-255 5-085 4.2% 0-186 0.5% 72% False False 979,722
60 128-020 122-070 5-270 4.6% 0-205 0.5% 74% False False 868,907
80 128-020 122-070 5-270 4.6% 0-194 0.5% 74% False False 653,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-268
2.618 128-245
1.618 128-035
1.000 127-225
0.618 127-145
HIGH 127-015
0.618 126-255
0.500 126-230
0.382 126-205
LOW 126-125
0.618 125-315
1.000 125-235
1.618 125-105
2.618 124-215
4.250 123-192
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 126-230 126-268
PP 126-213 126-238
S1 126-197 126-209

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

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