ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 126-175 126-290 0-115 0.3% 127-180
High 127-010 127-135 0-125 0.3% 128-020
Low 126-160 126-275 0-115 0.3% 126-220
Close 126-295 127-045 0-070 0.2% 126-250
Range 0-170 0-180 0-010 5.9% 1-120
ATR 0-178 0-178 0-000 0.1% 0-000
Volume 1,030,712 1,270,096 239,384 23.2% 5,091,259
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 128-265 128-175 127-144
R3 128-085 127-315 127-094
R2 127-225 127-225 127-078
R1 127-135 127-135 127-062 127-180
PP 127-045 127-045 127-045 127-068
S1 126-275 126-275 127-028 127-000
S2 126-185 126-185 127-012
S3 126-005 126-095 126-316
S4 125-145 125-235 126-266
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
5 127-135 126-125 1-010 0.8% 0-175 0.4% 73% True False 1,017,723
10 128-020 126-125 1-215 1.3% 0-164 0.4% 45% False False 967,861
20 128-020 125-170 2-170 2.0% 0-170 0.4% 64% False False 923,993
40 128-020 122-300 5-040 4.0% 0-186 0.5% 82% False False 977,739
60 128-020 122-070 5-270 4.6% 0-204 0.5% 84% False False 906,811
80 128-020 122-070 5-270 4.6% 0-195 0.5% 84% False False 681,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-260
2.618 128-286
1.618 128-106
1.000 127-315
0.618 127-246
HIGH 127-135
0.618 127-066
0.500 127-045
0.382 127-024
LOW 126-275
0.618 126-164
1.000 126-095
1.618 125-304
2.618 125-124
4.250 124-150
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 127-045 127-020
PP 127-045 126-315
S1 127-045 126-290

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

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