ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 126-300 126-175 -0-125 -0.3% 127-180
High 127-015 127-010 -0-005 0.0% 128-020
Low 126-125 126-160 0-035 0.1% 126-220
Close 126-180 126-295 0-115 0.3% 126-250
Range 0-210 0-170 -0-040 -19.0% 1-120
ATR 0-178 0-178 -0-001 -0.3% 0-000
Volume 1,134,295 1,030,712 -103,583 -9.1% 5,091,259
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 128-132 128-063 127-068
R3 127-282 127-213 127-022
R2 127-112 127-112 127-006
R1 127-043 127-043 126-311 127-078
PP 126-262 126-262 126-262 126-279
S1 126-193 126-193 126-279 126-228
S2 126-092 126-092 126-264
S3 125-242 126-023 126-248
S4 125-072 125-173 126-202
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
5 127-245 126-125 1-120 1.1% 0-183 0.5% 39% False False 1,057,669
10 128-020 126-125 1-215 1.3% 0-158 0.4% 32% False False 925,335
20 128-020 125-170 2-170 2.0% 0-169 0.4% 55% False False 926,023
40 128-020 122-300 5-040 4.0% 0-185 0.5% 78% False False 973,703
60 128-020 122-070 5-270 4.6% 0-202 0.5% 80% False False 885,945
80 128-020 122-070 5-270 4.6% 0-196 0.5% 80% False False 665,909
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 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-092
2.618 128-135
1.618 127-285
1.000 127-180
0.618 127-115
HIGH 127-010
0.618 126-265
0.500 126-245
0.382 126-225
LOW 126-160
0.618 126-055
1.000 125-310
1.618 125-205
2.618 125-035
4.250 124-078
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 126-278 126-274
PP 126-262 126-253
S1 126-245 126-232

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

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