ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 124-260 124-220 -0-040 -0.1% 125-150
High 124-290 124-230 -0-060 -0.2% 126-120
Low 124-220 124-140 -0-080 -0.2% 124-210
Close 124-220 124-180 -0-040 -0.1% 124-250
Range 0-070 0-090 0-020 28.6% 1-230
ATR 0-157 0-153 -0-005 -3.1% 0-000
Volume 10,116 504 -9,612 -95.0% 26,235
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 125-133 125-087 124-230
R3 125-043 124-317 124-205
R2 124-273 124-273 124-196
R1 124-227 124-227 124-188 124-205
PP 124-183 124-183 124-183 124-172
S1 124-137 124-137 124-172 124-115
S2 124-093 124-093 124-164
S3 124-003 124-047 124-155
S4 123-233 123-277 124-130
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
5 126-120 124-140 1-300 1.6% 0-198 0.5% 6% False True 5,514
10 126-250 124-140 2-110 1.9% 0-182 0.5% 5% False True 5,437
20 126-250 124-070 2-180 2.1% 0-151 0.4% 13% False False 3,249
40 126-250 124-070 2-180 2.1% 0-096 0.2% 13% False False 1,646
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-292
2.618 125-146
1.618 125-056
1.000 125-000
0.618 124-286
HIGH 124-230
0.618 124-196
0.500 124-185
0.382 124-174
LOW 124-140
0.618 124-084
1.000 124-050
1.618 123-314
2.618 123-224
4.250 123-078
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 124-185 125-130
PP 124-183 125-040
S1 124-182 124-270

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

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