ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 125-195 125-180 -0-015 0.0% 125-190
High 125-255 125-285 0-030 0.1% 126-070
Low 125-150 125-180 0-030 0.1% 125-140
Close 125-170 125-265 0-095 0.2% 125-180
Range 0-105 0-105 0-000 0.0% 0-250
ATR 0-159 0-156 -0-003 -2.0% 0-000
Volume 17,077 21,340 4,263 25.0% 85,299
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 126-238 126-197 126-003
R3 126-133 126-092 125-294
R2 126-028 126-028 125-284
R1 125-307 125-307 125-275 126-008
PP 125-243 125-243 125-243 125-254
S1 125-202 125-202 125-255 125-222
S2 125-138 125-138 125-246
S3 125-033 125-097 125-236
S4 124-248 124-312 125-207
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
5 126-035 125-140 0-215 0.5% 0-106 0.3% 58% False False 14,484
10 126-130 125-040 1-090 1.0% 0-142 0.4% 55% False False 34,530
20 127-055 125-040 2-015 1.6% 0-148 0.4% 34% False False 571,522
40 128-020 125-040 2-300 2.3% 0-165 0.4% 24% False False 759,934
60 128-020 125-040 2-300 2.3% 0-166 0.4% 24% False False 815,099
80 128-020 122-070 5-270 4.6% 0-187 0.5% 62% False False 898,811
100 128-020 122-070 5-270 4.6% 0-191 0.5% 62% False False 723,258
120 128-020 122-070 5-270 4.6% 0-180 0.4% 62% False False 603,085
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-026
Fibonacci Retracements and Extensions
4.250 127-091
2.618 126-240
1.618 126-135
1.000 126-070
0.618 126-030
HIGH 125-285
0.618 125-245
0.500 125-232
0.382 125-220
LOW 125-180
0.618 125-115
1.000 125-075
1.618 125-010
2.618 124-225
4.250 124-054
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 125-254 125-249
PP 125-243 125-233
S1 125-232 125-218

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

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