ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 124-180 125-120 0-260 0.7% 125-150
High 125-140 125-190 0-050 0.1% 126-120
Low 124-180 125-030 0-170 0.4% 124-210
Close 125-010 125-160 0-150 0.4% 124-250
Range 0-280 0-160 -0-120 -42.9% 1-230
ATR 0-162 0-163 0-001 0.8% 0-000
Volume 13,554 14,657 1,103 8.1% 26,235
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 126-287 126-223 125-248
R3 126-127 126-063 125-204
R2 125-287 125-287 125-189
R1 125-223 125-223 125-175 125-255
PP 125-127 125-127 125-127 125-142
S1 125-063 125-063 125-145 125-095
S2 124-287 124-287 125-131
S3 124-127 124-223 125-116
S4 123-287 124-063 125-072
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 1.5% 0-230 0.6% 55% False False 8,777
10 126-120 124-140 1-300 1.5% 0-189 0.5% 55% False False 7,319
20 126-250 124-140 2-110 1.9% 0-150 0.4% 45% False False 4,645
40 126-250 124-070 2-180 2.0% 0-106 0.3% 50% False False 2,351
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-230
2.618 126-289
1.618 126-129
1.000 126-030
0.618 125-289
HIGH 125-190
0.618 125-129
0.500 125-110
0.382 125-091
LOW 125-030
0.618 124-251
1.000 124-190
1.618 124-091
2.618 123-251
4.250 122-310
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 125-143 125-108
PP 125-127 125-057
S1 125-110 125-005

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

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