ECBOT 10 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 125-245 126-020 0-095 0.2% 126-160
High 126-070 126-035 -0-035 -0.1% 126-190
Low 125-245 125-230 -0-015 0.0% 125-040
Close 126-055 125-260 -0-115 -0.3% 125-185
Range 0-145 0-125 -0-020 -13.8% 1-150
ATR 0-176 0-174 -0-002 -1.2% 0-000
Volume 38,806 8,908 -29,898 -77.0% 507,842
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 127-017 126-263 126-009
R3 126-212 126-138 125-294
R2 126-087 126-087 125-283
R1 126-013 126-013 125-271 125-308
PP 125-282 125-282 125-282 125-269
S1 125-208 125-208 125-249 125-182
S2 125-157 125-157 125-237
S3 125-032 125-083 125-226
S4 124-227 124-278 125-191
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
5 126-070 125-040 1-030 0.9% 0-162 0.4% 63% False False 35,103
10 126-310 125-040 1-270 1.5% 0-158 0.4% 37% False False 234,602
20 127-055 125-040 2-015 1.6% 0-165 0.4% 34% False False 754,642
40 128-020 125-040 2-300 2.3% 0-174 0.4% 23% False False 856,919
60 128-020 123-235 4-105 3.4% 0-181 0.4% 48% False False 893,843
80 128-020 122-070 5-270 4.6% 0-194 0.5% 61% False False 901,161
100 128-020 122-070 5-270 4.6% 0-193 0.5% 61% False False 722,926
120 128-020 122-070 5-270 4.6% 0-180 0.4% 61% False False 602,556
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-246
2.618 127-042
1.618 126-237
1.000 126-160
0.618 126-112
HIGH 126-035
0.618 125-307
0.500 125-292
0.382 125-278
LOW 125-230
0.618 125-153
1.000 125-105
1.618 125-028
2.618 124-223
4.250 124-019
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 125-292 125-290
PP 125-282 125-280
S1 125-271 125-270

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

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