ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary
Previous Current
22-Nov-2013 25-Nov-2013 Change Change % Previous Week
Open 126-125 126-195 0-070 0.2% 126-225
High 126-205 126-260 0-055 0.1% 127-055
Low 126-090 126-135 0-045 0.1% 125-290
Close 126-185 126-215 0-030 0.1% 126-185
Range 0-115 0-125 0-010 8.7% 1-085
ATR 0-187 0-183 -0-004 -2.4% 0-000
Volume 980,192 1,654,732 674,540 68.8% 5,862,641
Daily Pivots for day following 25-Nov-2013
Classic Woodie Camarilla DeMark
R4 127-258 127-202 126-284
R3 127-133 127-077 126-249
R2 127-008 127-008 126-238
R1 126-272 126-272 126-226 126-300
PP 126-203 126-203 126-203 126-218
S1 126-147 126-147 126-204 126-175
S2 126-078 126-078 126-192
S3 125-273 126-022 126-181
S4 125-148 125-217 126-146
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 130-112 129-233 127-088
R3 129-027 128-148 126-296
R2 127-262 127-262 126-259
R1 127-063 127-063 126-222 126-280
PP 126-177 126-177 126-177 126-125
S1 125-298 125-298 126-148 125-195
S2 125-092 125-092 126-111
S3 124-007 124-213 126-074
S4 122-242 123-128 125-282
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% 0-169 0.4% 60% False False 1,355,666
10 127-055 125-230 1-145 1.1% 0-172 0.4% 66% False False 1,139,337
20 128-020 125-230 2-110 1.9% 0-190 0.5% 41% False False 1,086,809
40 128-020 125-170 2-170 2.0% 0-176 0.4% 45% False False 987,253
60 128-020 122-070 5-270 4.6% 0-195 0.5% 76% False False 1,037,854
80 128-020 122-070 5-270 4.6% 0-195 0.5% 76% False False 845,419
100 128-020 122-070 5-270 4.6% 0-190 0.5% 76% False False 677,181
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 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-151
2.618 127-267
1.618 127-142
1.000 127-065
0.618 127-017
HIGH 126-260
0.618 126-212
0.500 126-198
0.382 126-183
LOW 126-135
0.618 126-058
1.000 126-010
1.618 125-253
2.618 125-128
4.250 124-244
Fisher Pivots for day following 25-Nov-2013
Pivot 1 day 3 day
R1 126-209 126-182
PP 126-203 126-148
S1 126-198 126-115

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

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