ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 29-Nov-2013

Day Change Summary
	Previous	Current
	27-Nov-2013	29-Nov-2013	Change	Change %	Previous Week
Open	126-300	126-200	-0-100	-0.2%	126-195
High	126-310	126-225	-0-085	-0.2%	127-020
Low	126-130	126-150	0-020	0.0%	126-130
Close	126-240	126-205	-0-035	-0.1%	126-205
Range	0-180	0-075	-0-105	-58.3%	0-210
ATR	0-181	0-174	-0-006	-3.6%	0-000
Volume	1,537,505	240,474	-1,297,031	-84.4%	5,675,284

Daily Pivots for day following 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-098	127-067	126-246
R3	127-023	126-312	126-226
R2	126-268	126-268	126-219
R1	126-237	126-237	126-212	126-252
PP	126-193	126-193	126-193	126-201
S1	126-162	126-162	126-198	126-178
S2	126-118	126-118	126-191
S3	126-043	126-087	126-184
S4	125-288	126-012	126-164

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-215	128-100	127-000
R3	128-005	127-210	126-263
R2	127-115	127-115	126-244
R1	127-000	127-000	126-224	127-058
PP	126-225	126-225	126-225	126-254
S1	126-110	126-110	126-186	126-168
S2	126-015	126-015	126-166
S3	125-125	125-220	126-147
S4	124-235	125-010	126-090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-020	126-090	0-250	0.6%	0-124	0.3%	46%	False	False	1,331,095
10	127-055	125-290	1-085	1.0%	0-151	0.4%	58%	False	False	1,225,382
20	127-225	125-230	1-315	1.6%	0-181	0.4%	46%	False	False	1,113,699
40	128-020	125-170	2-170	2.0%	0-171	0.4%	44%	False	False	1,004,946
60	128-020	122-070	5-270	4.6%	0-189	0.5%	76%	False	False	1,037,441
80	128-020	122-070	5-270	4.6%	0-196	0.5%	76%	False	False	895,493
100	128-020	122-070	5-270	4.6%	0-192	0.5%	76%	False	False	717,361

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	0-040
Narrowest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	127-224
2.618	127-101
1.618	127-026
1.000	126-300
0.618	126-271
HIGH	126-225
0.618	126-196
0.500	126-188
0.382	126-179
LOW	126-150
0.618	126-104
1.000	126-075
1.618	126-029
2.618	125-274
4.250	125-151

Fisher Pivots for day following 29-Nov-2013
Pivot	1 day	3 day
R1	126-199	126-235
PP	126-193	126-225
S1	126-188	126-215

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols