ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 127-030 126-235 -0-115 -0.3% 126-025
High 127-055 127-025 -0-030 -0.1% 126-310
Low 126-225 126-070 -0-155 -0.4% 125-230
Close 126-235 126-115 -0-120 -0.3% 126-245
Range 0-150 0-275 0-125 83.3% 1-080
ATR 0-188 0-194 0-006 3.3% 0-000
Volume 916,513 1,612,710 696,197 76.0% 4,038,441
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 129-042 128-193 126-266
R3 128-087 127-238 126-191
R2 127-132 127-132 126-165
R1 126-283 126-283 126-140 126-230
PP 126-177 126-177 126-177 126-150
S1 126-008 126-008 126-090 125-275
S2 125-222 125-222 126-065
S3 124-267 125-053 126-039
S4 123-312 124-098 125-284
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
5 127-055 126-070 0-305 0.8% 0-177 0.4% 15% False True 1,066,913
10 127-225 125-230 1-315 1.6% 0-212 0.5% 32% False False 1,018,580
20 128-020 125-230 2-110 1.9% 0-185 0.5% 27% False False 971,958
40 128-020 125-170 2-170 2.0% 0-178 0.4% 33% False False 953,426
60 128-020 122-070 5-270 4.6% 0-199 0.5% 71% False False 1,034,090
80 128-020 122-070 5-270 4.6% 0-205 0.5% 71% False False 792,633
100 128-020 122-070 5-270 4.6% 0-190 0.5% 71% False False 634,690
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 130-234
2.618 129-105
1.618 128-150
1.000 127-300
0.618 127-195
HIGH 127-025
0.618 126-240
0.500 126-208
0.382 126-175
LOW 126-070
0.618 125-220
1.000 125-115
1.618 124-265
2.618 123-310
4.250 122-181
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 126-208 126-222
PP 126-177 126-187
S1 126-146 126-151

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

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