ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 126-290 127-060 0-090 0.2% 126-220
High 127-135 127-225 0-090 0.2% 127-225
Low 126-275 125-305 -0-290 -0.7% 125-305
Close 127-045 126-035 -1-010 -0.8% 126-035
Range 0-180 1-240 1-060 211.1% 1-240
ATR 0-178 0-205 0-027 15.3% 0-000
Volume 1,270,096 1,609,004 338,908 26.7% 5,587,253
Daily Pivots for day following 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
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% 0-249 0.6% 9% True True 1,117,450
10 128-020 125-305 2-035 1.7% 0-209 0.5% 7% False True 1,067,851
20 128-020 125-170 2-170 2.0% 0-190 0.5% 23% False False 961,124
40 128-020 123-235 4-105 3.4% 0-194 0.5% 55% False False 993,118
60 128-020 122-070 5-270 4.6% 0-208 0.5% 67% False False 933,350
80 128-020 122-070 5-270 4.6% 0-200 0.5% 67% False False 701,873
100 128-020 122-070 5-270 4.6% 0-181 0.4% 67% False False 561,624
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 135-045
2.618 132-091
1.618 130-171
1.000 129-145
0.618 128-251
HIGH 127-225
0.618 127-011
0.500 126-265
0.382 126-199
LOW 125-305
0.618 124-279
1.000 124-065
1.618 123-039
2.618 121-119
4.250 118-165
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 126-265 126-265
PP 126-188 126-188
S1 126-112 126-112

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

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