ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 126-160 126-055 -0-105 -0.3% 126-195
High 126-190 126-165 -0-025 -0.1% 127-020
Low 126-005 126-030 0-025 0.1% 126-130
Close 126-050 126-125 0-075 0.2% 126-205
Range 0-185 0-135 -0-050 -27.0% 0-210
ATR 0-176 0-173 -0-003 -1.7% 0-000
Volume 191,595 94,654 -96,941 -50.6% 5,675,284
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 127-192 127-133 126-199
R3 127-057 126-318 126-162
R2 126-242 126-242 126-150
R1 126-183 126-183 126-137 126-212
PP 126-107 126-107 126-107 126-121
S1 126-048 126-048 126-113 126-078
S2 125-292 125-292 126-100
S3 125-157 125-233 126-088
S4 125-022 125-098 126-051
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 128-215 128-100 127-000
R3 128-005 127-210 126-263
R2 127-115 127-115 126-244
R1 127-000 127-000 126-224 127-058
PP 126-225 126-225 126-225 126-254
S1 126-110 126-110 126-186 126-168
S2 126-015 126-015 126-166
S3 125-125 125-220 126-147
S4 124-235 125-010 126-090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-020 126-005 1-015 0.8% 0-140 0.3% 36% False False 861,360
10 127-055 125-290 1-085 1.0% 0-154 0.4% 38% False False 1,108,513
20 127-225 125-230 1-315 1.6% 0-181 0.4% 34% False False 1,045,336
40 128-020 125-170 2-170 2.0% 0-172 0.4% 34% False False 977,961
60 128-020 122-250 5-090 4.2% 0-184 0.5% 68% False False 999,913
80 128-020 122-070 5-270 4.6% 0-198 0.5% 71% False False 898,917
100 128-020 122-070 5-270 4.6% 0-192 0.5% 71% False False 720,151
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-099
2.618 127-198
1.618 127-063
1.000 126-300
0.618 126-248
HIGH 126-165
0.618 126-113
0.500 126-098
0.382 126-082
LOW 126-030
0.618 125-267
1.000 125-215
1.618 125-132
2.618 124-317
4.250 124-096
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 126-116 126-122
PP 126-107 126-118
S1 126-098 126-115

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

View Archives - Comment on this page... - Back to Index of Symbols