ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 125-075 124-295 -0-100 -0.2% 125-090
High 125-105 125-070 -0-035 -0.1% 125-255
Low 124-235 124-255 0-020 0.1% 125-040
Close 124-275 125-030 0-075 0.2% 125-120
Range 0-190 0-135 -0-055 -28.9% 0-215
ATR 0-162 0-160 -0-002 -1.2% 0-000
Volume 1,170,122 879,080 -291,042 -24.9% 4,419,799
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 126-097 126-038 125-104
R3 125-282 125-223 125-067
R2 125-147 125-147 125-055
R1 125-088 125-088 125-042 125-118
PP 125-012 125-012 125-012 125-026
S1 124-273 124-273 125-018 124-302
S2 124-197 124-197 125-005
S3 124-062 124-138 124-313
S4 123-247 124-003 124-276
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 0.8% 0-147 0.4% 34% False False 1,075,877
10 125-260 124-180 1-080 1.0% 0-158 0.4% 43% False False 692,946
20 126-120 124-140 1-300 1.5% 0-173 0.4% 34% False False 350,961
40 126-250 124-070 2-180 2.0% 0-141 0.4% 34% False False 176,346
60 126-250 122-040 4-210 3.7% 0-111 0.3% 64% False False 117,569
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-004
2.618 126-103
1.618 125-288
1.000 125-205
0.618 125-153
HIGH 125-070
0.618 125-018
0.500 125-002
0.382 124-307
LOW 124-255
0.618 124-172
1.000 124-120
1.618 124-037
2.618 123-222
4.250 123-001
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 125-021 125-030
PP 125-012 125-030
S1 125-002 125-030

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

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