ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 126-200 126-160 -0-040 -0.1% 126-195
High 126-225 126-190 -0-035 -0.1% 127-020
Low 126-150 126-005 -0-145 -0.4% 126-130
Close 126-205 126-050 -0-155 -0.4% 126-205
Range 0-075 0-185 0-110 146.7% 0-210
ATR 0-174 0-176 0-002 1.0% 0-000
Volume 240,474 191,595 -48,879 -20.3% 5,675,284
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 127-317 127-208 126-152
R3 127-132 127-023 126-101
R2 126-267 126-267 126-084
R1 126-158 126-158 126-067 126-120
PP 126-082 126-082 126-082 126-062
S1 125-293 125-293 126-033 125-255
S2 125-217 125-217 126-016
S3 125-032 125-108 125-319
S4 124-167 124-243 125-268
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 128-215 128-100 127-000
R3 128-005 127-210 126-263
R2 127-115 127-115 126-244
R1 127-000 127-000 126-224 127-058
PP 126-225 126-225 126-225 126-254
S1 126-110 126-110 126-186 126-168
S2 126-015 126-015 126-166
S3 125-125 125-220 126-147
S4 124-235 125-010 126-090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-020 126-005 1-015 0.8% 0-138 0.3% 13% False True 1,173,375
10 127-055 125-290 1-085 1.0% 0-157 0.4% 20% False False 1,172,952
20 127-225 125-230 1-315 1.6% 0-180 0.4% 22% False False 1,067,760
40 128-020 125-170 2-170 2.0% 0-172 0.4% 25% False False 990,975
60 128-020 122-250 5-090 4.2% 0-185 0.5% 64% False False 1,012,041
80 128-020 122-070 5-270 4.6% 0-197 0.5% 67% False False 897,818
100 128-020 122-070 5-270 4.6% 0-192 0.5% 67% False False 719,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 129-016
2.618 128-034
1.618 127-169
1.000 127-055
0.618 126-304
HIGH 126-190
0.618 126-119
0.500 126-098
0.382 126-076
LOW 126-005
0.618 125-211
1.000 125-140
1.618 125-026
2.618 124-161
4.250 123-179
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 126-098 126-158
PP 126-082 126-122
S1 126-066 126-086

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

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