ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 126-225 127-030 0-125 0.3% 126-025
High 127-050 127-055 0-005 0.0% 126-310
Low 126-210 126-225 0-015 0.0% 125-230
Close 127-015 126-235 -0-100 -0.2% 126-245
Range 0-160 0-150 -0-010 -6.3% 1-080
ATR 0-190 0-188 -0-003 -1.5% 0-000
Volume 739,043 916,513 177,470 24.0% 4,038,441
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 128-088 127-312 126-318
R3 127-258 127-162 126-276
R2 127-108 127-108 126-262
R1 127-012 127-012 126-249 126-305
PP 126-278 126-278 126-278 126-265
S1 126-182 126-182 126-221 126-155
S2 126-128 126-128 126-208
S3 125-298 126-032 126-194
S4 125-148 125-202 126-152
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
5 127-055 125-275 1-100 1.0% 0-180 0.4% 67% True False 928,486
10 127-225 125-230 1-315 1.6% 0-202 0.5% 51% False False 960,380
20 128-020 125-230 2-110 1.8% 0-176 0.4% 43% False False 934,837
40 128-020 125-170 2-170 2.0% 0-175 0.4% 48% False False 937,554
60 128-020 122-070 5-270 4.6% 0-200 0.5% 77% False False 1,021,096
80 128-020 122-070 5-270 4.6% 0-203 0.5% 77% False False 772,592
100 128-020 122-070 5-270 4.6% 0-188 0.5% 77% False False 618,563
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 2 trading days
Fibonacci Retracements and Extensions
4.250 129-052
2.618 128-128
1.618 127-298
1.000 127-205
0.618 127-148
HIGH 127-055
0.618 126-318
0.500 126-300
0.382 126-282
LOW 126-225
0.618 126-132
1.000 126-075
1.618 125-302
2.618 125-152
4.250 124-228
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 126-300 126-280
PP 126-278 126-265
S1 126-257 126-250

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

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