ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 125-210 125-190 -0-020 0.0% 126-160
High 125-300 125-300 0-000 0.0% 126-190
Low 125-040 125-190 0-150 0.4% 125-040
Close 125-185 125-220 0-035 0.1% 125-185
Range 0-260 0-110 -0-150 -57.7% 1-150
ATR 0-181 0-176 -0-005 -2.6% 0-000
Volume 38,475 12,489 -25,986 -67.5% 507,842
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 126-247 126-183 125-280
R3 126-137 126-073 125-250
R2 126-027 126-027 125-240
R1 125-283 125-283 125-230 125-315
PP 125-237 125-237 125-237 125-252
S1 125-173 125-173 125-210 125-205
S2 125-127 125-127 125-200
S3 125-017 125-063 125-190
S4 124-227 124-273 125-160
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 130-055 129-110 126-124
R3 128-225 127-280 125-314
R2 127-075 127-075 125-271
R1 126-130 126-130 125-228 126-028
PP 125-245 125-245 125-245 125-194
S1 124-300 124-300 125-142 124-198
S2 124-095 124-095 125-099
S3 122-265 123-150 125-056
S4 121-115 122-000 124-246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-165 125-040 1-125 1.1% 0-175 0.4% 40% False False 65,747
10 127-020 125-040 1-300 1.5% 0-156 0.4% 29% False False 619,561
20 127-055 125-040 2-015 1.6% 0-162 0.4% 27% False False 804,834
40 128-020 125-040 2-300 2.3% 0-176 0.4% 19% False False 882,979
60 128-020 123-235 4-105 3.4% 0-183 0.5% 45% False False 930,357
80 128-020 122-070 5-270 4.6% 0-196 0.5% 59% False False 901,221
100 128-020 122-070 5-270 4.6% 0-192 0.5% 59% False False 722,465
120 128-020 122-070 5-270 4.6% 0-177 0.4% 59% False False 602,159
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-032
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127-128
2.618 126-268
1.618 126-158
1.000 126-090
0.618 126-048
HIGH 125-300
0.618 125-258
0.500 125-245
0.382 125-232
LOW 125-190
0.618 125-122
1.000 125-080
1.618 125-012
2.618 124-222
4.250 124-042
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 125-245 125-209
PP 125-237 125-198
S1 125-228 125-188

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

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