ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 127-060 126-025 -1-035 -0.9% 126-220
High 127-225 126-085 -1-140 -1.1% 127-225
Low 125-305 126-000 0-015 0.0% 125-305
Close 126-035 126-010 -0-025 -0.1% 126-035
Range 1-240 0-085 -1-155 -84.8% 1-240
ATR 0-205 0-197 -0-009 -4.2% 0-000
Volume 1,609,004 162,444 -1,446,560 -89.9% 5,587,253
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 126-287 126-233 126-057
R3 126-202 126-148 126-033
R2 126-117 126-117 126-026
R1 126-063 126-063 126-018 126-048
PP 126-032 126-032 126-032 126-024
S1 125-298 125-298 126-002 125-282
S2 125-267 125-267 125-314
S3 125-182 125-213 125-307
S4 125-097 125-128 125-283
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 131-268 130-232 127-023
R3 130-028 128-312 126-189
R2 128-108 128-108 126-138
R1 127-072 127-072 126-086 126-290
PP 126-188 126-188 126-188 126-138
S1 125-152 125-152 125-304 125-050
S2 124-268 124-268 125-252
S3 123-028 123-232 125-201
S4 121-108 121-312 125-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-225 125-305 1-240 1.4% 0-241 0.6% 4% False False 1,041,310
10 128-020 125-305 2-035 1.7% 0-208 0.5% 4% False False 1,034,282
20 128-020 125-170 2-170 2.0% 0-184 0.5% 20% False False 959,737
40 128-020 123-235 4-105 3.4% 0-189 0.5% 53% False False 962,535
60 128-020 122-070 5-270 4.6% 0-205 0.5% 65% False False 935,594
80 128-020 122-070 5-270 4.6% 0-199 0.5% 65% False False 703,890
100 128-020 122-070 5-270 4.6% 0-181 0.4% 65% False False 563,248
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 127-126
2.618 126-308
1.618 126-223
1.000 126-170
0.618 126-138
HIGH 126-085
0.618 126-053
0.500 126-042
0.382 126-032
LOW 126-000
0.618 125-267
1.000 125-235
1.618 125-182
2.618 125-097
4.250 124-279
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 126-042 126-265
PP 126-032 126-180
S1 126-021 126-095

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

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