ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 12-Nov-2013

Day Change Summary
	Previous	Current
	11-Nov-2013	12-Nov-2013	Change	Change %	Previous Week
Open	126-025	126-005	-0-020	0.0%	126-220
High	126-085	126-030	-0-055	-0.1%	127-225
Low	126-000	125-230	-0-090	-0.2%	125-305
Close	126-010	125-290	-0-040	-0.1%	126-035
Range	0-085	0-120	0-035	41.2%	1-240
ATR	0-197	0-191	-0-005	-2.8%	0-000
Volume	162,444	889,123	726,679	447.3%	5,587,253

Daily Pivots for day following 12-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-010	126-270	126-036
R3	126-210	126-150	126-003
R2	126-090	126-090	125-312
R1	126-030	126-030	125-301	126-000
PP	125-290	125-290	125-290	125-275
S1	125-230	125-230	125-279	125-200
S2	125-170	125-170	125-268
S3	125-050	125-110	125-257
S4	124-250	124-310	125-224

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	125-230	1-315	1.6%	0-223	0.6%	9%	False	True	992,275
10	128-020	125-230	2-110	1.9%	0-210	0.5%	8%	False	True	1,046,834
20	128-020	125-170	2-170	2.0%	0-183	0.5%	15%	False	False	959,197
40	128-020	123-235	4-105	3.4%	0-189	0.5%	50%	False	False	963,444
60	128-020	122-070	5-270	4.6%	0-204	0.5%	63%	False	False	950,000
80	128-020	122-070	5-270	4.6%	0-200	0.5%	63%	False	False	714,997
100	128-020	122-070	5-270	4.6%	0-183	0.5%	63%	False	False	572,139

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	0-052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-220
2.618	127-024
1.618	126-224
1.000	126-150
0.618	126-104
HIGH	126-030
0.618	125-304
0.500	125-290
0.382	125-276
LOW	125-230
0.618	125-156
1.000	125-110
1.618	125-036
2.618	124-236
4.250	124-040

Fisher Pivots for day following 12-Nov-2013
Pivot	1 day	3 day
R1	125-290	126-228
PP	125-290	126-142
S1	125-290	126-056

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