ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 126-040 125-310 -0-050 -0.1% 126-110
High 126-150 125-310 -0-160 -0.4% 126-250
Low 125-280 125-140 -0-140 -0.3% 125-140
Close 126-030 125-160 -0-190 -0.5% 125-160
Range 0-190 0-170 -0-020 -10.5% 1-110
ATR 0-125 0-131 0-006 4.9% 0-000
Volume 5,803 8,130 2,327 40.1% 21,667
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 127-073 126-287 125-254
R3 126-223 126-117 125-207
R2 126-053 126-053 125-191
R1 125-267 125-267 125-176 125-235
PP 125-203 125-203 125-203 125-188
S1 125-097 125-097 125-144 125-065
S2 125-033 125-033 125-129
S3 124-183 124-247 125-113
S4 124-013 124-077 125-066
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 129-300 129-020 126-076
R3 128-190 127-230 125-278
R2 127-080 127-080 125-239
R1 126-120 126-120 125-199 126-045
PP 125-290 125-290 125-290 125-252
S1 125-010 125-010 125-121 124-255
S2 124-180 124-180 125-081
S3 123-070 123-220 125-042
S4 121-280 122-110 124-244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-250 125-140 1-110 1.1% 0-130 0.3% 5% False True 4,333
10 126-250 125-130 1-120 1.1% 0-115 0.3% 7% False False 2,644
20 126-250 124-070 2-180 2.0% 0-108 0.3% 50% False False 1,447
40 126-250 122-040 4-210 3.7% 0-078 0.2% 72% False False 726
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-072
2.618 127-115
1.618 126-265
1.000 126-160
0.618 126-095
HIGH 125-310
0.618 125-245
0.500 125-225
0.382 125-205
LOW 125-140
0.618 125-035
1.000 124-290
1.618 124-185
2.618 124-015
4.250 123-058
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 125-225 126-035
PP 125-203 125-290
S1 125-182 125-225

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

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