ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 126-215 126-285 0-070 0.2% 126-025
High 126-310 126-310 0-000 0.0% 126-310
Low 126-135 126-185 0-050 0.1% 125-230
Close 126-270 126-245 -0-025 -0.1% 126-245
Range 0-175 0-125 -0-050 -28.6% 1-080
ATR 0-198 0-193 -0-005 -2.6% 0-000
Volume 1,350,405 715,898 -634,507 -47.0% 4,038,441
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 127-302 127-238 126-314
R3 127-177 127-113 126-279
R2 127-052 127-052 126-268
R1 126-308 126-308 126-256 126-278
PP 126-247 126-247 126-247 126-231
S1 126-183 126-183 126-234 126-152
S2 126-122 126-122 126-222
S3 125-317 126-058 126-211
S4 125-192 125-253 126-176
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 130-075 129-240 127-145
R3 128-315 128-160 127-035
R2 127-235 127-235 126-318
R1 127-080 127-080 126-282 127-158
PP 126-155 126-155 126-155 126-194
S1 126-000 126-000 126-208 126-078
S2 125-075 125-075 126-172
S3 123-315 124-240 126-135
S4 122-235 123-160 126-025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-310 125-230 1-080 1.0% 0-159 0.4% 84% True False 807,688
10 127-225 125-230 1-315 1.6% 0-204 0.5% 53% False False 962,569
20 128-020 125-230 2-110 1.8% 0-179 0.4% 45% False False 941,291
40 128-020 125-025 2-315 2.4% 0-176 0.4% 57% False False 934,510
60 128-020 122-070 5-270 4.6% 0-203 0.5% 78% False False 997,055
80 128-020 122-070 5-270 4.6% 0-201 0.5% 78% False False 752,022
100 128-020 122-070 5-270 4.6% 0-186 0.5% 78% False False 602,008
Crabel Price Patterns
NR True
NR4 False
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 0-040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-201
2.618 127-317
1.618 127-192
1.000 127-115
0.618 127-067
HIGH 126-310
0.618 126-262
0.500 126-248
0.382 126-233
LOW 126-185
0.618 126-108
1.000 126-060
1.618 125-303
2.618 125-178
4.250 124-294
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 126-248 126-208
PP 126-247 126-170
S1 126-246 126-132

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

View Archives - Comment on this page... - Back to Index of Symbols