ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 124-295 125-020 0-045 0.1% 125-090
High 125-070 125-035 -0-035 -0.1% 125-255
Low 124-255 124-140 -0-115 -0.3% 125-040
Close 125-030 124-195 -0-155 -0.4% 125-120
Range 0-135 0-215 0-080 59.3% 0-215
ATR 0-160 0-164 0-004 2.5% 0-000
Volume 879,080 1,409,631 530,551 60.4% 4,419,799
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 126-235 126-110 124-313
R3 126-020 125-215 124-254
R2 125-125 125-125 124-234
R1 125-000 125-000 124-215 124-275
PP 124-230 124-230 124-230 124-208
S1 124-105 124-105 124-175 124-060
S2 124-015 124-015 124-156
S3 123-120 123-210 124-136
S4 122-225 122-315 124-077
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
5 125-230 124-140 1-090 1.0% 0-163 0.4% 13% False True 1,053,481
10 125-255 124-140 1-115 1.1% 0-166 0.4% 13% False True 831,379
20 126-120 124-140 1-300 1.6% 0-174 0.4% 9% False True 421,271
40 126-250 124-070 2-180 2.1% 0-145 0.4% 15% False False 211,586
60 126-250 122-260 3-310 3.2% 0-108 0.3% 45% False False 141,063
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 127-309
2.618 126-278
1.618 126-063
1.000 125-250
0.618 125-168
HIGH 125-035
0.618 124-273
0.500 124-248
0.382 124-222
LOW 124-140
0.618 124-007
1.000 123-245
1.618 123-112
2.618 122-217
4.250 121-186
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 124-248 124-282
PP 124-230 124-253
S1 124-212 124-224

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

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