ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 126-025 126-005 -0-020 0.0% 126-220
High 126-085 126-030 -0-055 -0.1% 127-225
Low 126-000 125-230 -0-090 -0.2% 125-305
Close 126-010 125-290 -0-040 -0.1% 126-035
Range 0-085 0-120 0-035 41.2% 1-240
ATR 0-197 0-191 -0-005 -2.8% 0-000
Volume 162,444 889,123 726,679 447.3% 5,587,253
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 127-010 126-270 126-036
R3 126-210 126-150 126-003
R2 126-090 126-090 125-312
R1 126-030 126-030 125-301 126-000
PP 125-290 125-290 125-290 125-275
S1 125-230 125-230 125-279 125-200
S2 125-170 125-170 125-268
S3 125-050 125-110 125-257
S4 124-250 124-310 125-224
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 131-268 130-232 127-023
R3 130-028 128-312 126-189
R2 128-108 128-108 126-138
R1 127-072 127-072 126-086 126-290
PP 126-188 126-188 126-188 126-138
S1 125-152 125-152 125-304 125-050
S2 124-268 124-268 125-252
S3 123-028 123-232 125-201
S4 121-108 121-312 125-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-225 125-230 1-315 1.6% 0-223 0.6% 9% False True 992,275
10 128-020 125-230 2-110 1.9% 0-210 0.5% 8% False True 1,046,834
20 128-020 125-170 2-170 2.0% 0-183 0.5% 15% False False 959,197
40 128-020 123-235 4-105 3.4% 0-189 0.5% 50% False False 963,444
60 128-020 122-070 5-270 4.6% 0-204 0.5% 63% False False 950,000
80 128-020 122-070 5-270 4.6% 0-200 0.5% 63% False False 714,997
100 128-020 122-070 5-270 4.6% 0-183 0.5% 63% False False 572,139
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 0-052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-220
2.618 127-024
1.618 126-224
1.000 126-150
0.618 126-104
HIGH 126-030
0.618 125-304
0.500 125-290
0.382 125-276
LOW 125-230
0.618 125-156
1.000 125-110
1.618 125-036
2.618 124-236
4.250 124-040
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 125-290 126-228
PP 125-290 126-142
S1 125-290 126-056

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

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