ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 126-090 126-125 0-035 0.1% 126-225
High 126-150 126-205 0-055 0.1% 127-055
Low 125-290 126-090 0-120 0.3% 125-290
Close 126-115 126-185 0-070 0.2% 126-185
Range 0-180 0-115 -0-065 -36.1% 1-085
ATR 0-193 0-187 -0-006 -2.9% 0-000
Volume 1,614,183 980,192 -633,991 -39.3% 5,862,641
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 127-185 127-140 126-248
R3 127-070 127-025 126-217
R2 126-275 126-275 126-206
R1 126-230 126-230 126-196 126-252
PP 126-160 126-160 126-160 126-171
S1 126-115 126-115 126-174 126-138
S2 126-045 126-045 126-164
S3 125-250 126-000 126-153
S4 125-135 125-205 126-122
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 130-112 129-233 127-088
R3 129-027 128-148 126-296
R2 127-262 127-262 126-259
R1 127-063 127-063 126-222 126-280
PP 126-177 126-177 126-177 126-125
S1 125-298 125-298 126-148 125-195
S2 125-092 125-092 126-111
S3 124-007 124-213 126-074
S4 122-242 123-128 125-282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-055 125-290 1-085 1.0% 0-176 0.4% 53% False False 1,172,528
10 127-055 125-230 1-145 1.1% 0-168 0.4% 59% False False 990,108
20 128-020 125-230 2-110 1.9% 0-188 0.5% 37% False False 1,028,979
40 128-020 125-170 2-170 2.0% 0-178 0.4% 41% False False 973,341
60 128-020 122-070 5-270 4.6% 0-196 0.5% 75% False False 1,031,847
80 128-020 122-070 5-270 4.6% 0-199 0.5% 75% False False 824,849
100 128-020 122-070 5-270 4.6% 0-193 0.5% 75% False False 660,634
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-041
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 128-054
2.618 127-186
1.618 127-071
1.000 127-000
0.618 126-276
HIGH 126-205
0.618 126-161
0.500 126-148
0.382 126-134
LOW 126-090
0.618 126-019
1.000 125-295
1.618 125-224
2.618 125-109
4.250 124-241
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 126-172 126-176
PP 126-160 126-167
S1 126-148 126-158

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

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