ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 125-110 125-250 0-140 0.3% 124-260
High 125-270 125-260 -0-010 0.0% 125-210
Low 125-110 125-130 0-020 0.0% 124-140
Close 125-230 125-130 -0-100 -0.2% 125-140
Range 0-160 0-130 -0-030 -18.8% 1-070
ATR 0-159 0-157 -0-002 -1.3% 0-000
Volume 7,457 25,297 17,840 239.2% 61,926
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 126-243 126-157 125-202
R3 126-113 126-027 125-166
R2 125-303 125-303 125-154
R1 125-217 125-217 125-142 125-195
PP 125-173 125-173 125-173 125-162
S1 125-087 125-087 125-118 125-065
S2 125-043 125-043 125-106
S3 124-233 124-277 125-094
S4 124-103 124-147 125-058
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
5 125-270 124-180 1-090 1.0% 0-168 0.4% 66% False False 16,812
10 126-120 124-140 1-300 1.5% 0-183 0.5% 50% False False 11,163
20 126-250 124-140 2-110 1.9% 0-148 0.4% 41% False False 7,326
40 126-250 124-070 2-180 2.0% 0-116 0.3% 46% False False 3,747
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-172
2.618 126-280
1.618 126-150
1.000 126-070
0.618 126-020
HIGH 125-260
0.618 125-210
0.500 125-195
0.382 125-180
LOW 125-130
0.618 125-050
1.000 125-000
1.618 124-240
2.618 124-110
4.250 123-218
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 125-195 125-185
PP 125-173 125-167
S1 125-152 125-148

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

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