ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 125-200 125-110 -0-090 -0.2% 124-260
High 125-210 125-270 0-060 0.1% 125-210
Low 125-100 125-110 0-010 0.0% 124-140
Close 125-140 125-230 0-090 0.2% 125-140
Range 0-110 0-160 0-050 45.5% 1-070
ATR 0-159 0-159 0-000 0.0% 0-000
Volume 23,095 7,457 -15,638 -67.7% 61,926
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 127-043 126-297 125-318
R3 126-203 126-137 125-274
R2 126-043 126-043 125-259
R1 125-297 125-297 125-245 126-010
PP 125-203 125-203 125-203 125-220
S1 125-137 125-137 125-215 125-170
S2 125-043 125-043 125-201
S3 124-203 124-297 125-186
S4 124-043 124-137 125-142
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 128-267 128-113 126-034
R3 127-197 127-043 125-247
R2 126-127 126-127 125-212
R1 125-293 125-293 125-176 126-050
PP 125-057 125-057 125-057 125-095
S1 124-223 124-223 125-104 124-300
S2 123-307 123-307 125-068
S3 122-237 123-153 125-033
S4 121-167 122-083 124-246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-270 124-140 1-130 1.1% 0-160 0.4% 91% True False 11,853
10 126-120 124-140 1-300 1.5% 0-189 0.5% 66% False False 8,976
20 126-250 124-140 2-110 1.9% 0-154 0.4% 55% False False 6,090
40 126-250 124-070 2-180 2.0% 0-113 0.3% 59% False False 3,115
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 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-310
2.618 127-049
1.618 126-209
1.000 126-110
0.618 126-049
HIGH 125-270
0.618 125-209
0.500 125-190
0.382 125-171
LOW 125-110
0.618 125-011
1.000 124-270
1.618 124-171
2.618 124-011
4.250 123-070
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 125-217 125-203
PP 125-203 125-177
S1 125-190 125-150

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

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