ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 125-090 125-220 0-130 0.3% 126-110
High 125-220 126-040 0-140 0.3% 126-250
Low 125-090 125-210 0-120 0.3% 125-140
Close 125-210 125-280 0-070 0.2% 125-160
Range 0-130 0-150 0-020 15.4% 1-110
ATR 0-133 0-134 0-001 0.9% 0-000
Volume 6,701 5,194 -1,507 -22.5% 21,667
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 127-093 127-017 126-042
R3 126-263 126-187 126-001
R2 126-113 126-113 125-308
R1 126-037 126-037 125-294 126-075
PP 125-283 125-283 125-283 125-302
S1 125-207 125-207 125-266 125-245
S2 125-133 125-133 125-252
S3 124-303 125-057 125-239
S4 124-153 124-227 125-198
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
5 126-040 125-030 1-010 0.8% 0-148 0.4% 76% True False 5,861
10 126-250 125-030 1-220 1.3% 0-126 0.3% 46% False False 4,355
20 126-250 124-070 2-180 2.0% 0-123 0.3% 65% False False 2,487
40 126-250 122-260 3-310 3.2% 0-082 0.2% 77% False False 1,255
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 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-038
2.618 127-113
1.618 126-283
1.000 126-190
0.618 126-133
HIGH 126-040
0.618 125-303
0.500 125-285
0.382 125-267
LOW 125-210
0.618 125-117
1.000 125-060
1.618 124-287
2.618 124-137
4.250 123-212
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 125-285 125-252
PP 125-283 125-223
S1 125-282 125-195

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

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