ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 125-235 125-185 -0-050 -0.1% 125-190
High 125-275 125-210 -0-065 -0.2% 126-070
Low 125-140 125-150 0-010 0.0% 125-140
Close 125-180 125-180 0-000 0.0% 125-180
Range 0-135 0-060 -0-075 -55.6% 0-250
ATR 0-171 0-163 -0-008 -4.6% 0-000
Volume 13,507 11,589 -1,918 -14.2% 85,299
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 126-040 126-010 125-213
R3 125-300 125-270 125-196
R2 125-240 125-240 125-191
R1 125-210 125-210 125-186 125-195
PP 125-180 125-180 125-180 125-172
S1 125-150 125-150 125-174 125-135
S2 125-120 125-120 125-169
S3 125-060 125-090 125-164
S4 125-000 125-030 125-147
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 128-027 127-193 125-318
R3 127-097 126-263 125-249
R2 126-167 126-167 125-226
R1 126-013 126-013 125-203 125-285
PP 125-237 125-237 125-237 125-212
S1 125-083 125-083 125-157 125-035
S2 124-307 124-307 125-134
S3 124-057 124-153 125-111
S4 123-127 123-223 125-042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-070 125-140 0-250 0.6% 0-115 0.3% 16% False False 17,059
10 126-190 125-040 1-150 1.2% 0-152 0.4% 30% False False 59,314
20 127-055 125-040 2-015 1.6% 0-152 0.4% 21% False False 642,348
40 128-020 125-040 2-300 2.3% 0-167 0.4% 15% False False 798,682
60 128-020 124-295 3-045 2.5% 0-168 0.4% 20% False False 840,387
80 128-020 122-070 5-270 4.7% 0-191 0.5% 57% False False 900,580
100 128-020 122-070 5-270 4.7% 0-191 0.5% 57% False False 723,090
120 128-020 122-070 5-270 4.7% 0-180 0.4% 57% False False 602,765
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 126-145
2.618 126-047
1.618 125-307
1.000 125-270
0.618 125-247
HIGH 125-210
0.618 125-187
0.500 125-180
0.382 125-173
LOW 125-150
0.618 125-113
1.000 125-090
1.618 125-053
2.618 124-313
4.250 124-215
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 125-180 125-248
PP 125-180 125-225
S1 125-180 125-202

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

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