ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 124-095 124-065 -0-030 -0.1% 124-095
High 124-160 124-195 0-035 0.1% 124-300
Low 124-045 124-055 0-010 0.0% 124-035
Close 124-075 124-175 0-100 0.3% 124-085
Range 0-115 0-140 0-025 21.7% 0-265
ATR 0-158 0-156 -0-001 -0.8% 0-000
Volume 634,511 655,984 21,473 3.4% 4,274,908
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 125-242 125-188 124-252
R3 125-102 125-048 124-214
R2 124-282 124-282 124-201
R1 124-228 124-228 124-188 124-255
PP 124-142 124-142 124-142 124-155
S1 124-088 124-088 124-162 124-115
S2 124-002 124-002 124-149
S3 123-182 123-268 124-136
S4 123-042 123-128 124-098
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 126-295 126-135 124-231
R3 126-030 125-190 124-158
R2 125-085 125-085 124-134
R1 124-245 124-245 124-109 124-192
PP 124-140 124-140 124-140 124-114
S1 123-300 123-300 124-061 123-248
S2 123-195 123-195 124-036
S3 122-250 123-035 124-012
S4 121-305 122-090 123-259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-265 124-035 0-230 0.6% 0-126 0.3% 61% False False 770,885
10 125-035 123-240 1-115 1.1% 0-157 0.4% 59% False False 981,150
20 125-260 123-240 2-020 1.7% 0-157 0.4% 39% False False 837,048
40 126-250 123-240 3-010 2.4% 0-156 0.4% 26% False False 421,569
60 126-250 123-240 3-010 2.4% 0-128 0.3% 26% False False 281,093
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-150
2.618 125-242
1.618 125-102
1.000 125-015
0.618 124-282
HIGH 124-195
0.618 124-142
0.500 124-125
0.382 124-108
LOW 124-055
0.618 123-288
1.000 123-235
1.618 123-148
2.618 123-008
4.250 122-100
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 124-158 124-156
PP 124-142 124-137
S1 124-125 124-118

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

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