ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 125-265 125-135 -0-130 -0.3% 125-190
High 125-300 125-155 -0-145 -0.4% 126-070
Low 125-100 124-250 -0-170 -0.4% 125-140
Close 125-175 124-295 -0-200 -0.5% 125-180
Range 0-200 0-225 0-025 12.5% 0-250
ATR 0-159 0-165 0-006 3.9% 0-000
Volume 6,861 2,439 -4,422 -64.5% 85,299
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 127-055 126-240 125-099
R3 126-150 126-015 125-037
R2 125-245 125-245 125-016
R1 125-110 125-110 124-316 125-065
PP 125-020 125-020 125-020 124-318
S1 124-205 124-205 124-274 124-160
S2 124-115 124-115 124-254
S3 123-210 123-300 124-233
S4 122-305 123-075 124-171
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
5 125-300 124-250 1-050 0.9% 0-139 0.3% 12% False True 11,861
10 126-070 124-250 1-140 1.2% 0-147 0.4% 10% False True 17,149
20 127-020 124-250 2-090 1.8% 0-148 0.4% 6% False True 445,525
40 128-020 124-250 3-090 2.6% 0-166 0.4% 4% False True 708,741
60 128-020 124-250 3-090 2.6% 0-168 0.4% 4% False True 784,125
80 128-020 122-070 5-270 4.7% 0-186 0.5% 46% False False 886,949
100 128-020 122-070 5-270 4.7% 0-194 0.5% 46% False False 723,211
120 128-020 122-070 5-270 4.7% 0-183 0.5% 46% False False 603,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 128-151
2.618 127-104
1.618 126-199
1.000 126-060
0.618 125-294
HIGH 125-155
0.618 125-069
0.500 125-042
0.382 125-016
LOW 124-250
0.618 124-111
1.000 124-025
1.618 123-206
2.618 122-301
4.250 121-254
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 125-042 125-115
PP 125-020 125-068
S1 124-318 125-022

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

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