ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 125-285 126-215 0-250 0.6% 126-220
High 126-245 126-310 0-065 0.2% 127-225
Low 125-275 126-135 0-180 0.4% 125-305
Close 126-115 126-270 0-155 0.4% 126-035
Range 0-290 0-175 -0-115 -39.7% 1-240
ATR 0-198 0-198 0-000 -0.1% 0-000
Volume 920,571 1,350,405 429,834 46.7% 5,587,253
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 128-123 128-052 127-046
R3 127-268 127-197 126-318
R2 127-093 127-093 126-302
R1 127-022 127-022 126-286 127-058
PP 126-238 126-238 126-238 126-256
S1 126-167 126-167 126-254 126-202
S2 126-063 126-063 126-238
S3 125-208 125-312 126-222
S4 125-033 125-137 126-174
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% 0-246 0.6% 57% False False 986,309
10 127-225 125-230 1-315 1.6% 0-210 0.5% 57% False False 1,002,016
20 128-020 125-230 2-110 1.8% 0-182 0.4% 48% False False 955,017
40 128-020 124-295 3-045 2.5% 0-177 0.4% 61% False False 939,407
60 128-020 122-070 5-270 4.6% 0-204 0.5% 79% False False 986,658
80 128-020 122-070 5-270 4.6% 0-201 0.5% 79% False False 743,276
100 128-020 122-070 5-270 4.6% 0-185 0.5% 79% False False 594,849
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 0-039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-094
2.618 128-128
1.618 127-273
1.000 127-165
0.618 127-098
HIGH 126-310
0.618 126-243
0.500 126-222
0.382 126-202
LOW 126-135
0.618 126-027
1.000 125-280
1.618 125-172
2.618 124-317
4.250 124-031
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 126-254 126-217
PP 126-238 126-163
S1 126-222 126-110

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

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