ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 125-150 125-220 0-070 0.2% 126-110
High 125-250 125-220 -0-030 -0.1% 126-250
Low 125-150 125-030 -0-120 -0.3% 125-140
Close 125-230 125-090 -0-140 -0.3% 125-160
Range 0-100 0-190 0-090 90.0% 1-110
ATR 0-128 0-134 0-005 4.0% 0-000
Volume 5,854 3,428 -2,426 -41.4% 21,667
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 127-043 126-257 125-194
R3 126-173 126-067 125-142
R2 125-303 125-303 125-125
R1 125-197 125-197 125-107 125-155
PP 125-113 125-113 125-113 125-092
S1 125-007 125-007 125-073 124-285
S2 124-243 124-243 125-055
S3 124-053 124-137 125-038
S4 123-183 123-267 124-306
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
5 126-250 125-030 1-220 1.3% 0-166 0.4% 11% False True 5,360
10 126-250 125-030 1-220 1.3% 0-113 0.3% 11% False True 3,489
20 126-250 124-070 2-180 2.0% 0-116 0.3% 41% False False 1,900
40 126-250 122-260 3-310 3.2% 0-076 0.2% 62% False False 958
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-068
2.618 127-077
1.618 126-207
1.000 126-090
0.618 126-017
HIGH 125-220
0.618 125-147
0.500 125-125
0.382 125-103
LOW 125-030
0.618 124-233
1.000 124-160
1.618 124-043
2.618 123-173
4.250 122-182
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 125-125 125-170
PP 125-113 125-143
S1 125-102 125-117

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

View Archives - Comment on this page... - Back to Index of Symbols