ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 127-075 126-220 -0-175 -0.4% 127-180
High 127-090 127-020 -0-070 -0.2% 128-020
Low 126-220 126-215 -0-005 0.0% 126-220
Close 126-250 126-315 0-065 0.2% 126-250
Range 0-190 0-125 -0-065 -34.2% 1-120
ATR 0-180 0-176 -0-004 -2.2% 0-000
Volume 1,110,369 543,146 -567,223 -51.1% 5,091,259
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 128-025 127-295 127-064
R3 127-220 127-170 127-029
R2 127-095 127-095 127-018
R1 127-045 127-045 127-006 127-070
PP 126-290 126-290 126-290 126-302
S1 126-240 126-240 126-304 126-265
S2 126-165 126-165 126-292
S3 126-040 126-115 126-281
S4 125-235 125-310 126-246
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 131-097 130-133 127-172
R3 129-297 129-013 127-051
R2 128-177 128-177 127-011
R1 127-213 127-213 126-290 127-135
PP 127-057 127-057 127-057 127-018
S1 126-093 126-093 126-210 126-015
S2 125-257 125-257 126-169
S3 124-137 124-293 126-129
S4 123-017 123-173 126-008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-020 126-215 1-125 1.1% 0-176 0.4% 22% False True 1,027,254
10 128-020 126-215 1-125 1.1% 0-156 0.4% 22% False True 914,533
20 128-020 125-170 2-170 2.0% 0-164 0.4% 57% False False 910,587
40 128-020 122-250 5-090 4.2% 0-185 0.5% 80% False False 977,202
60 128-020 122-070 5-270 4.6% 0-204 0.5% 82% False False 850,110
80 128-020 122-070 5-270 4.6% 0-194 0.5% 82% False False 638,855
Crabel Price Patterns
NR True
NR4 True
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 0-038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-231
2.618 128-027
1.618 127-222
1.000 127-145
0.618 127-097
HIGH 127-020
0.618 126-292
0.500 126-278
0.382 126-263
LOW 126-215
0.618 126-138
1.000 126-090
1.618 126-013
2.618 125-208
4.250 125-004
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 126-302 127-070
PP 126-290 127-045
S1 126-278 127-020

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

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