ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 126-195 126-245 0-050 0.1% 126-225
High 126-260 127-020 0-080 0.2% 127-055
Low 126-135 126-215 0-080 0.2% 125-290
Close 126-215 127-020 0-125 0.3% 126-185
Range 0-125 0-125 0-000 0.0% 1-085
ATR 0-183 0-179 -0-004 -2.3% 0-000
Volume 1,654,732 2,242,573 587,841 35.5% 5,862,641
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 128-033 127-312 127-089
R3 127-228 127-187 127-054
R2 127-103 127-103 127-043
R1 127-062 127-062 127-031 127-082
PP 126-298 126-298 126-298 126-309
S1 126-257 126-257 127-009 126-278
S2 126-173 126-173 126-317
S3 126-048 126-132 126-306
S4 125-243 126-007 126-271
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
5 127-025 125-290 1-055 0.9% 0-164 0.4% 99% False False 1,620,878
10 127-055 125-275 1-100 1.0% 0-172 0.4% 92% False False 1,274,682
20 128-020 125-230 2-110 1.8% 0-191 0.5% 57% False False 1,160,758
40 128-020 125-170 2-170 2.0% 0-176 0.4% 60% False False 1,015,901
60 128-020 122-070 5-270 4.6% 0-193 0.5% 83% False False 1,047,866
80 128-020 122-070 5-270 4.6% 0-195 0.5% 83% False False 873,374
100 128-020 122-070 5-270 4.6% 0-191 0.5% 83% False False 699,607
Crabel Price Patterns
NR False
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 0-045
Fibonacci Retracements and Extensions
4.250 128-231
2.618 128-027
1.618 127-222
1.000 127-145
0.618 127-097
HIGH 127-020
0.618 126-292
0.500 126-278
0.382 126-263
LOW 126-215
0.618 126-138
1.000 126-090
1.618 126-013
2.618 125-208
4.250 125-004
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 126-319 126-298
PP 126-298 126-257
S1 126-278 126-215

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

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