ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 126-235 126-090 -0-145 -0.4% 126-025
High 127-025 126-150 -0-195 -0.5% 126-310
Low 126-070 125-290 -0-100 -0.2% 125-230
Close 126-115 126-115 0-000 0.0% 126-245
Range 0-275 0-180 -0-095 -34.5% 1-080
ATR 0-194 0-193 -0-001 -0.5% 0-000
Volume 1,612,710 1,614,183 1,473 0.1% 4,038,441
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 127-298 127-227 126-214
R3 127-118 127-047 126-164
R2 126-258 126-258 126-148
R1 126-187 126-187 126-132 126-222
PP 126-078 126-078 126-078 126-096
S1 126-007 126-007 126-098 126-042
S2 125-218 125-218 126-082
S3 125-038 125-147 126-066
S4 124-178 124-287 126-016
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
5 127-055 125-290 1-085 1.0% 0-178 0.4% 36% False True 1,119,669
10 127-225 125-230 1-315 1.6% 0-212 0.5% 32% False False 1,052,989
20 128-020 125-230 2-110 1.9% 0-188 0.5% 27% False False 1,010,425
40 128-020 125-170 2-170 2.0% 0-180 0.4% 33% False False 970,563
60 128-020 122-070 5-270 4.6% 0-198 0.5% 71% False False 1,035,608
80 128-020 122-070 5-270 4.6% 0-202 0.5% 71% False False 812,746
100 128-020 122-070 5-270 4.6% 0-192 0.5% 71% False False 650,832
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 0-054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-275
2.618 127-301
1.618 127-121
1.000 127-010
0.618 126-261
HIGH 126-150
0.618 126-081
0.500 126-060
0.382 126-039
LOW 125-290
0.618 125-179
1.000 125-110
1.618 124-319
2.618 124-139
4.250 123-165
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 126-097 126-172
PP 126-078 126-153
S1 126-060 126-134

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

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