ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 125-020 124-205 -0-135 -0.3% 125-090
High 125-035 124-230 -0-125 -0.3% 125-255
Low 124-140 124-070 -0-070 -0.2% 125-040
Close 124-195 124-115 -0-080 -0.2% 125-120
Range 0-215 0-160 -0-055 -25.6% 0-215
ATR 0-164 0-164 0-000 -0.2% 0-000
Volume 1,409,631 1,165,434 -244,197 -17.3% 4,419,799
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 125-298 125-207 124-203
R3 125-138 125-047 124-159
R2 124-298 124-298 124-144
R1 124-207 124-207 124-130 124-172
PP 124-138 124-138 124-138 124-121
S1 124-047 124-047 124-100 124-012
S2 123-298 123-298 124-086
S3 123-138 123-207 124-071
S4 122-298 123-047 124-027
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 127-143 127-027 125-238
R3 126-248 126-132 125-179
R2 126-033 126-033 125-159
R1 125-237 125-237 125-140 125-295
PP 125-138 125-138 125-138 125-168
S1 125-022 125-022 125-100 125-080
S2 124-243 124-243 125-081
S3 124-028 124-127 125-061
S4 123-133 123-232 125-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-145 124-070 1-075 1.0% 0-157 0.4% 11% False True 1,049,897
10 125-255 124-070 1-185 1.3% 0-155 0.4% 9% False True 941,834
20 126-120 124-070 2-050 1.7% 0-176 0.4% 7% False True 479,208
40 126-250 124-070 2-180 2.1% 0-148 0.4% 5% False True 240,721
60 126-250 122-260 3-310 3.2% 0-111 0.3% 39% False False 160,486
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-270
2.618 126-009
1.618 125-169
1.000 125-070
0.618 125-009
HIGH 124-230
0.618 124-169
0.500 124-150
0.382 124-131
LOW 124-070
0.618 123-291
1.000 123-230
1.618 123-131
2.618 122-291
4.250 122-030
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 124-150 124-230
PP 124-138 124-192
S1 124-127 124-153

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

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