ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 126-055 126-105 0-050 0.1% 126-195
High 126-165 126-130 -0-035 -0.1% 127-020
Low 126-030 125-250 -0-100 -0.2% 126-130
Close 126-125 125-300 -0-145 -0.4% 126-205
Range 0-135 0-200 0-065 48.1% 0-210
ATR 0-173 0-175 0-002 1.1% 0-000
Volume 94,654 106,279 11,625 12.3% 5,675,284
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 127-293 127-177 126-090
R3 127-093 126-297 126-035
R2 126-213 126-213 126-017
R1 126-097 126-097 125-318 126-055
PP 126-013 126-013 126-013 125-312
S1 125-217 125-217 125-282 125-175
S2 125-133 125-133 125-263
S3 124-253 125-017 125-245
S4 124-053 124-137 125-190
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
5 126-310 125-250 1-060 0.9% 0-155 0.4% 13% False True 434,101
10 127-025 125-250 1-095 1.0% 0-160 0.4% 12% False True 1,027,489
20 127-225 125-230 1-315 1.6% 0-180 0.4% 11% False False 993,935
40 128-020 125-170 2-170 2.0% 0-174 0.4% 16% False False 959,586
60 128-020 122-255 5-085 4.2% 0-184 0.5% 60% False False 984,460
80 128-020 122-070 5-270 4.6% 0-199 0.5% 64% False False 900,164
100 128-020 122-070 5-270 4.6% 0-192 0.5% 64% False False 721,208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 129-020
2.618 128-014
1.618 127-134
1.000 127-010
0.618 126-254
HIGH 126-130
0.618 126-054
0.500 126-030
0.382 126-006
LOW 125-250
0.618 125-126
1.000 125-050
1.618 124-246
2.618 124-046
4.250 123-040
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 126-030 126-060
PP 126-013 126-033
S1 125-317 126-007

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

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