ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 125-250 125-150 -0-100 -0.2% 124-260
High 125-260 125-240 -0-020 0.0% 125-210
Low 125-130 124-290 -0-160 -0.4% 124-140
Close 125-130 125-010 -0-120 -0.3% 125-140
Range 0-130 0-270 0-140 107.7% 1-070
ATR 0-157 0-165 0-008 5.1% 0-000
Volume 25,297 60,887 35,590 140.7% 61,926
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 127-243 127-077 125-158
R3 126-293 126-127 125-084
R2 126-023 126-023 125-060
R1 125-177 125-177 125-035 125-125
PP 125-073 125-073 125-073 125-048
S1 124-227 124-227 124-305 124-175
S2 124-123 124-123 124-280
S3 123-173 123-277 124-256
S4 122-223 123-007 124-182
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
5 125-270 124-290 0-300 0.7% 0-166 0.4% 13% False True 26,278
10 126-120 124-140 1-300 1.5% 0-197 0.5% 31% False False 16,581
20 126-250 124-140 2-110 1.9% 0-157 0.4% 25% False False 10,268
40 126-250 124-070 2-180 2.0% 0-123 0.3% 32% False False 5,270
60 126-250 122-040 4-210 3.7% 0-092 0.2% 62% False False 3,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 129-108
2.618 127-307
1.618 127-037
1.000 126-190
0.618 126-087
HIGH 125-240
0.618 125-137
0.500 125-105
0.382 125-073
LOW 124-290
0.618 124-123
1.000 124-020
1.618 123-173
2.618 122-223
4.250 121-102
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 125-105 125-120
PP 125-073 125-083
S1 125-042 125-047

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

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