ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 126-285 126-225 -0-060 -0.1% 126-025
High 126-310 127-050 0-060 0.1% 126-310
Low 126-185 126-210 0-025 0.1% 125-230
Close 126-245 127-015 0-090 0.2% 126-245
Range 0-125 0-160 0-035 28.0% 1-080
ATR 0-193 0-190 -0-002 -1.2% 0-000
Volume 715,898 739,043 23,145 3.2% 4,038,441
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 128-145 128-080 127-103
R3 127-305 127-240 127-059
R2 127-145 127-145 127-044
R1 127-080 127-080 127-030 127-112
PP 126-305 126-305 126-305 127-001
S1 126-240 126-240 127-000 126-272
S2 126-145 126-145 126-306
S3 125-305 126-080 126-291
S4 125-145 125-240 126-247
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 130-075 129-240 127-145
R3 128-315 128-160 127-035
R2 127-235 127-235 126-318
R1 127-080 127-080 126-282 127-158
PP 126-155 126-155 126-155 126-194
S1 126-000 126-000 126-208 126-078
S2 125-075 125-075 126-172
S3 123-315 124-240 126-135
S4 122-235 123-160 126-025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-050 125-230 1-140 1.1% 0-174 0.4% 92% True False 923,008
10 127-225 125-230 1-315 1.6% 0-208 0.5% 67% False False 982,159
20 128-020 125-230 2-110 1.8% 0-182 0.4% 57% False False 948,346
40 128-020 125-160 2-180 2.0% 0-176 0.4% 60% False False 936,887
60 128-020 122-070 5-270 4.6% 0-200 0.5% 83% False False 1,007,908
80 128-020 122-070 5-270 4.6% 0-202 0.5% 83% False False 761,192
100 128-020 122-070 5-270 4.6% 0-186 0.5% 83% False False 609,398
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 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-090
2.618 128-149
1.618 127-309
1.000 127-210
0.618 127-149
HIGH 127-050
0.618 126-309
0.500 126-290
0.382 126-271
LOW 126-210
0.618 126-111
1.000 126-050
1.618 125-271
2.618 125-111
4.250 124-170
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 127-000 126-308
PP 126-305 126-280
S1 126-290 126-252

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

View Archives - Comment on this page... - Back to Index of Symbols