ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 124-205 124-085 -0-120 -0.3% 125-075
High 124-230 124-185 -0-045 -0.1% 125-105
Low 124-070 123-240 -0-150 -0.4% 123-240
Close 124-115 124-070 -0-045 -0.1% 124-070
Range 0-160 0-265 0-105 65.6% 1-185
ATR 0-164 0-171 0-007 4.4% 0-000
Volume 1,165,434 1,671,034 505,600 43.4% 6,295,301
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 126-213 126-087 124-216
R3 125-268 125-142 124-143
R2 125-003 125-003 124-119
R1 124-197 124-197 124-094 124-128
PP 124-058 124-058 124-058 124-024
S1 123-252 123-252 124-046 123-182
S2 123-113 123-113 124-021
S3 122-168 122-307 123-317
S4 121-223 122-042 123-244
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 129-053 128-087 125-028
R3 127-188 126-222 124-209
R2 126-003 126-003 124-163
R1 125-037 125-037 124-116 124-248
PP 124-138 124-138 124-138 124-084
S1 123-172 123-172 124-024 123-062
S2 122-273 122-273 123-297
S3 121-088 121-307 123-251
S4 119-223 120-122 123-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-105 123-240 1-185 1.3% 0-193 0.5% 30% False True 1,259,060
10 125-255 123-240 2-015 1.6% 0-162 0.4% 23% False True 1,101,220
20 126-120 123-240 2-200 2.1% 0-182 0.5% 18% False True 562,500
40 126-250 123-240 3-010 2.4% 0-152 0.4% 15% False True 282,493
60 126-250 122-260 3-310 3.2% 0-116 0.3% 35% False False 188,336
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 0-036
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 128-031
2.618 126-239
1.618 125-294
1.000 125-130
0.618 125-029
HIGH 124-185
0.618 124-084
0.500 124-052
0.382 124-021
LOW 123-240
0.618 123-076
1.000 122-295
1.618 122-131
2.618 121-186
4.250 120-074
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 124-064 124-138
PP 124-058 124-115
S1 124-052 124-092

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

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