ECBOT 10 Year T-Note Future March 2014


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 125-120 125-200 0-080 0.2% 124-260
High 125-190 125-210 0-020 0.0% 125-210
Low 125-030 125-100 0-070 0.2% 124-140
Close 125-160 125-140 -0-020 0.0% 125-140
Range 0-160 0-110 -0-050 -31.3% 1-070
ATR 0-163 0-159 -0-004 -2.3% 0-000
Volume 14,657 23,095 8,438 57.6% 61,926
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 126-160 126-100 125-200
R3 126-050 125-310 125-170
R2 125-260 125-260 125-160
R1 125-200 125-200 125-150 125-175
PP 125-150 125-150 125-150 125-138
S1 125-090 125-090 125-130 125-065
S2 125-040 125-040 125-120
S3 124-250 124-300 125-110
S4 124-140 124-190 125-080
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 128-267 128-113 126-034
R3 127-197 127-043 125-247
R2 126-127 126-127 125-212
R1 125-293 125-293 125-176 126-050
PP 125-057 125-057 125-057 125-095
S1 124-223 124-223 125-104 124-300
S2 123-307 123-307 125-068
S3 122-237 123-153 125-033
S4 121-167 122-083 124-246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-210 124-140 1-070 1.0% 0-142 0.4% 82% True False 12,385
10 126-120 124-140 1-300 1.5% 0-183 0.5% 52% False False 8,816
20 126-250 124-140 2-110 1.9% 0-149 0.4% 43% False False 5,730
40 126-250 124-070 2-180 2.0% 0-109 0.3% 48% False False 2,929
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 True
Stretch 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-038
2.618 126-178
1.618 126-068
1.000 126-000
0.618 125-278
HIGH 125-210
0.618 125-168
0.500 125-155
0.382 125-142
LOW 125-100
0.618 125-032
1.000 124-310
1.618 124-242
2.618 124-132
4.250 123-272
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 125-155 125-105
PP 125-150 125-070
S1 125-145 125-035

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

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