ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 125-310 125-150 -0-160 -0.4% 126-110
High 125-310 125-250 -0-060 -0.1% 126-250
Low 125-140 125-150 0-010 0.0% 125-140
Close 125-160 125-230 0-070 0.2% 125-160
Range 0-170 0-100 -0-070 -41.2% 1-110
ATR 0-131 0-128 -0-002 -1.7% 0-000
Volume 8,130 5,854 -2,276 -28.0% 21,667
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 126-190 126-150 125-285
R3 126-090 126-050 125-258
R2 125-310 125-310 125-248
R1 125-270 125-270 125-239 125-290
PP 125-210 125-210 125-210 125-220
S1 125-170 125-170 125-221 125-190
S2 125-110 125-110 125-212
S3 125-010 125-070 125-202
S4 124-230 124-290 125-175
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% 0-146 0.4% 21% False False 5,295
10 126-250 125-140 1-110 1.1% 0-119 0.3% 21% False False 3,204
20 126-250 124-070 2-180 2.0% 0-110 0.3% 59% False False 1,731
40 126-250 122-040 4-210 3.7% 0-080 0.2% 77% False False 873
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-035
2.618 126-192
1.618 126-092
1.000 126-030
0.618 125-312
HIGH 125-250
0.618 125-212
0.500 125-200
0.382 125-188
LOW 125-150
0.618 125-088
1.000 125-050
1.618 124-308
2.618 124-208
4.250 124-045
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 125-220 125-305
PP 125-210 125-280
S1 125-200 125-255

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

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