ECBOT 10 Year T-Note Future March 2014


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 125-115 125-075 -0-040 -0.1% 125-090
High 125-145 125-105 -0-040 -0.1% 125-255
Low 125-060 124-235 -0-145 -0.4% 125-040
Close 125-120 124-275 -0-165 -0.4% 125-120
Range 0-085 0-190 0-105 123.5% 0-215
ATR 0-158 0-162 0-003 2.1% 0-000
Volume 625,219 1,170,122 544,903 87.2% 4,419,799
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 126-242 126-128 125-060
R3 126-052 125-258 125-007
R2 125-182 125-182 124-310
R1 125-068 125-068 124-292 125-030
PP 124-312 124-312 124-312 124-292
S1 124-198 124-198 124-258 124-160
S2 124-122 124-122 124-240
S3 123-252 124-008 124-223
S4 123-062 123-138 124-170
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 127-143 127-027 125-238
R3 126-248 126-132 125-179
R2 126-033 126-033 125-159
R1 125-237 125-237 125-140 125-295
PP 125-138 125-138 125-138 125-168
S1 125-022 125-022 125-100 125-080
S2 124-243 124-243 125-081
S3 124-028 124-127 125-061
S4 123-133 123-232 125-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-255 124-235 1-020 0.9% 0-146 0.4% 12% False True 1,117,984
10 125-270 124-180 1-090 1.0% 0-160 0.4% 23% False False 605,784
20 126-120 124-140 1-300 1.6% 0-172 0.4% 22% False False 307,300
40 126-250 124-070 2-180 2.1% 0-140 0.3% 25% False False 154,373
60 126-250 122-040 4-210 3.7% 0-110 0.3% 59% False False 102,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-272
2.618 126-282
1.618 126-092
1.000 125-295
0.618 125-222
HIGH 125-105
0.618 125-032
0.500 125-010
0.382 124-308
LOW 124-235
0.618 124-118
1.000 124-045
1.618 123-248
2.618 123-058
4.250 122-068
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 125-010 125-072
PP 124-312 125-033
S1 124-293 124-314

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

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