ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 125-190 125-245 0-055 0.1% 126-160
High 125-300 126-070 0-090 0.2% 126-190
Low 125-190 125-245 0-055 0.1% 125-040
Close 125-220 126-055 0-155 0.4% 125-185
Range 0-110 0-145 0-035 31.8% 1-150
ATR 0-176 0-176 0-000 -0.3% 0-000
Volume 12,489 38,806 26,317 210.7% 507,842
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 127-132 127-078 126-135
R3 126-307 126-253 126-095
R2 126-162 126-162 126-082
R1 126-108 126-108 126-068 126-135
PP 126-017 126-017 126-017 126-030
S1 125-283 125-283 126-042 125-310
S2 125-192 125-192 126-028
S3 125-047 125-138 126-015
S4 124-222 124-313 125-295
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 130-055 129-110 126-124
R3 128-225 127-280 125-314
R2 127-075 127-075 125-271
R1 126-130 126-130 125-228 126-028
PP 125-245 125-245 125-245 125-194
S1 124-300 124-300 125-142 124-198
S2 124-095 124-095 125-099
S3 122-265 123-150 125-056
S4 121-115 122-000 124-246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-130 125-040 1-090 1.0% 0-177 0.4% 82% False False 54,577
10 127-020 125-040 1-300 1.5% 0-158 0.4% 54% False False 457,968
20 127-055 125-040 2-015 1.6% 0-165 0.4% 51% False False 798,652
40 128-020 125-040 2-300 2.3% 0-174 0.4% 36% False False 879,195
60 128-020 123-235 4-105 3.4% 0-181 0.4% 56% False False 907,907
80 128-020 122-070 5-270 4.6% 0-195 0.5% 68% False False 901,359
100 128-020 122-070 5-270 4.6% 0-192 0.5% 68% False False 722,842
120 128-020 122-070 5-270 4.6% 0-179 0.4% 68% False False 602,482
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 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-046
2.618 127-130
1.618 126-305
1.000 126-215
0.618 126-160
HIGH 126-070
0.618 126-015
0.500 125-318
0.382 125-300
LOW 125-245
0.618 125-155
1.000 125-100
1.618 125-010
2.618 124-185
4.250 123-269
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 126-036 126-002
PP 126-017 125-268
S1 125-318 125-215

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

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