ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 125-220 125-090 -0-130 -0.3% 126-110
High 125-220 125-220 0-000 0.0% 126-250
Low 125-030 125-090 0-060 0.1% 125-140
Close 125-090 125-210 0-120 0.3% 125-160
Range 0-190 0-130 -0-060 -31.6% 1-110
ATR 0-134 0-133 0-000 -0.2% 0-000
Volume 3,428 6,701 3,273 95.5% 21,667
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 126-243 126-197 125-282
R3 126-113 126-067 125-246
R2 125-303 125-303 125-234
R1 125-257 125-257 125-222 125-280
PP 125-173 125-173 125-173 125-185
S1 125-127 125-127 125-198 125-150
S2 125-043 125-043 125-186
S3 124-233 124-317 125-174
S4 124-103 124-187 125-138
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
5 126-150 125-030 1-120 1.1% 0-156 0.4% 41% False False 5,983
10 126-250 125-030 1-220 1.3% 0-117 0.3% 33% False False 3,954
20 126-250 124-070 2-180 2.0% 0-120 0.3% 56% False False 2,234
40 126-250 122-260 3-310 3.2% 0-079 0.2% 72% False False 1,125
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 2 trading days
Fibonacci Retracements and Extensions
4.250 127-132
2.618 126-240
1.618 126-110
1.000 126-030
0.618 125-300
HIGH 125-220
0.618 125-170
0.500 125-155
0.382 125-140
LOW 125-090
0.618 125-010
1.000 124-280
1.618 124-200
2.618 124-070
4.250 123-178
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 125-192 125-187
PP 125-173 125-163
S1 125-155 125-140

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

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