ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 126-245 126-300 0-055 0.1% 126-225
High 127-020 126-310 -0-030 -0.1% 127-055
Low 126-215 126-130 -0-085 -0.2% 125-290
Close 127-020 126-240 -0-100 -0.2% 126-185
Range 0-125 0-180 0-055 44.0% 1-085
ATR 0-179 0-181 0-002 1.3% 0-000
Volume 2,242,573 1,537,505 -705,068 -31.4% 5,862,641
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 128-127 128-043 127-019
R3 127-267 127-183 126-290
R2 127-087 127-087 126-273
R1 127-003 127-003 126-256 126-275
PP 126-227 126-227 126-227 126-202
S1 126-143 126-143 126-224 126-095
S2 126-047 126-047 126-207
S3 125-187 125-283 126-190
S4 125-007 125-103 126-141
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
5 127-020 125-290 1-050 0.9% 0-145 0.4% 73% False False 1,605,837
10 127-055 125-290 1-085 1.0% 0-161 0.4% 67% False False 1,336,375
20 127-245 125-230 2-015 1.6% 0-188 0.5% 50% False False 1,175,167
40 128-020 125-170 2-170 2.0% 0-175 0.4% 48% False False 1,026,609
60 128-020 122-070 5-270 4.6% 0-193 0.5% 78% False False 1,056,301
80 128-020 122-070 5-270 4.6% 0-196 0.5% 78% False False 892,553
100 128-020 122-070 5-270 4.6% 0-192 0.5% 78% False False 714,972
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-115
2.618 128-141
1.618 127-281
1.000 127-170
0.618 127-101
HIGH 126-310
0.618 126-241
0.500 126-220
0.382 126-199
LOW 126-130
0.618 126-019
1.000 125-270
1.618 125-159
2.618 124-299
4.250 124-005
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 126-233 126-238
PP 126-227 126-237
S1 126-220 126-235

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

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