ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 126-020 125-235 -0-105 -0.3% 126-160
High 126-035 125-275 -0-080 -0.2% 126-190
Low 125-230 125-140 -0-090 -0.2% 125-040
Close 125-260 125-180 -0-080 -0.2% 125-185
Range 0-125 0-135 0-010 8.0% 1-150
ATR 0-174 0-171 -0-003 -1.6% 0-000
Volume 8,908 13,507 4,599 51.6% 507,842
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 126-283 126-207 125-254
R3 126-148 126-072 125-217
R2 126-013 126-013 125-205
R1 125-257 125-257 125-192 125-228
PP 125-198 125-198 125-198 125-184
S1 125-122 125-122 125-168 125-092
S2 125-063 125-063 125-155
S3 124-248 124-307 125-143
S4 124-113 124-172 125-106
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
5 126-070 125-040 1-030 0.9% 0-155 0.4% 40% False False 22,437
10 126-225 125-040 1-185 1.3% 0-154 0.4% 28% False False 82,202
20 127-055 125-040 2-015 1.6% 0-158 0.4% 21% False False 709,289
40 128-020 125-040 2-300 2.3% 0-171 0.4% 15% False False 828,139
60 128-020 124-295 3-045 2.5% 0-172 0.4% 20% False False 864,150
80 128-020 122-070 5-270 4.7% 0-193 0.5% 57% False False 900,971
100 128-020 122-070 5-270 4.7% 0-194 0.5% 57% False False 723,043
120 128-020 122-070 5-270 4.7% 0-181 0.5% 57% False False 602,669
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 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-209
2.618 126-308
1.618 126-173
1.000 126-090
0.618 126-038
HIGH 125-275
0.618 125-223
0.500 125-208
0.382 125-192
LOW 125-140
0.618 125-057
1.000 125-005
1.618 124-242
2.618 124-107
4.250 123-206
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 125-208 125-265
PP 125-198 125-237
S1 125-189 125-208

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

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