ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 18-Dec-2013
Day Change Summary
Previous Current
17-Dec-2013 18-Dec-2013 Change Change % Previous Week
Open 125-180 125-265 0-085 0.2% 125-190
High 125-285 125-300 0-015 0.0% 126-070
Low 125-180 125-100 -0-080 -0.2% 125-140
Close 125-265 125-175 -0-090 -0.2% 125-180
Range 0-105 0-200 0-095 90.5% 0-250
ATR 0-156 0-159 0-003 2.0% 0-000
Volume 21,340 6,861 -14,479 -67.8% 85,299
Daily Pivots for day following 18-Dec-2013
Classic Woodie Camarilla DeMark
R4 127-152 127-043 125-285
R3 126-272 126-163 125-230
R2 126-072 126-072 125-212
R1 125-283 125-283 125-193 125-238
PP 125-192 125-192 125-192 125-169
S1 125-083 125-083 125-157 125-038
S2 124-312 124-312 125-138
S3 124-112 124-203 125-120
S4 123-232 124-003 125-065
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
5 125-300 125-100 0-200 0.5% 0-121 0.3% 38% True True 14,074
10 126-070 125-040 1-030 0.9% 0-142 0.4% 39% False False 24,589
20 127-025 125-040 1-305 1.6% 0-150 0.4% 22% False False 526,039
40 128-020 125-040 2-300 2.3% 0-164 0.4% 14% False False 730,438
60 128-020 125-040 2-300 2.3% 0-167 0.4% 14% False False 800,383
80 128-020 122-070 5-270 4.7% 0-187 0.5% 57% False False 897,332
100 128-020 122-070 5-270 4.7% 0-192 0.5% 57% False False 723,281
120 128-020 122-070 5-270 4.7% 0-181 0.5% 57% False False 603,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 128-190
2.618 127-184
1.618 126-304
1.000 126-180
0.618 126-104
HIGH 125-300
0.618 125-224
0.500 125-200
0.382 125-176
LOW 125-100
0.618 124-296
1.000 124-220
1.618 124-096
2.618 123-216
4.250 122-210
Fisher Pivots for day following 18-Dec-2013
Pivot 1 day 3 day
R1 125-200 125-200
PP 125-192 125-192
S1 125-183 125-183

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

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