ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 125-290 124-260 -1-030 -0.9% 125-150
High 126-120 124-290 -1-150 -1.2% 126-120
Low 124-210 124-220 0-010 0.0% 124-210
Close 124-250 124-220 -0-030 -0.1% 124-250
Range 1-230 0-070 -1-160 -87.3% 1-230
ATR 0-164 0-157 -0-007 -4.1% 0-000
Volume 5,058 10,116 5,058 100.0% 26,235
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 125-133 125-087 124-258
R3 125-063 125-017 124-239
R2 124-313 124-313 124-233
R1 124-267 124-267 124-226 124-255
PP 124-243 124-243 124-243 124-238
S1 124-197 124-197 124-214 124-185
S2 124-173 124-173 124-207
S3 124-103 124-127 124-201
S4 124-033 124-057 124-182
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 130-137 129-103 125-232
R3 128-227 127-193 125-081
R2 126-317 126-317 125-031
R1 125-283 125-283 124-300 125-185
PP 125-087 125-087 125-087 125-038
S1 124-053 124-053 124-200 123-275
S2 123-177 123-177 124-149
S3 121-267 122-143 124-099
S4 120-037 120-233 123-268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-120 124-210 1-230 1.4% 0-218 0.5% 2% False False 6,099
10 126-250 124-210 2-040 1.7% 0-182 0.5% 1% False False 5,697
20 126-250 124-070 2-180 2.1% 0-148 0.4% 18% False False 3,224
40 126-250 123-090 3-160 2.8% 0-096 0.2% 40% False False 1,634
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-033
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 125-268
2.618 125-153
1.618 125-083
1.000 125-040
0.618 125-013
HIGH 124-290
0.618 124-263
0.500 124-255
0.382 124-247
LOW 124-220
0.618 124-177
1.000 124-150
1.618 124-107
2.618 124-037
4.250 123-242
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 124-255 125-165
PP 124-243 125-077
S1 124-232 124-308

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

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