ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 18-Dec-2013
Day Change Summary
Previous Current
17-Dec-2013 18-Dec-2013 Change Change % Previous Week
Open 124-065 124-175 0-110 0.3% 124-095
High 124-195 124-240 0-045 0.1% 124-300
Low 124-055 123-250 -0-125 -0.3% 124-035
Close 124-175 124-095 -0-080 -0.2% 124-085
Range 0-140 0-310 0-170 121.4% 0-265
ATR 0-156 0-167 0-011 7.0% 0-000
Volume 655,984 1,296,718 640,734 97.7% 4,274,908
Daily Pivots for day following 18-Dec-2013
Classic Woodie Camarilla DeMark
R4 127-058 126-227 124-266
R3 126-068 125-237 124-180
R2 125-078 125-078 124-152
R1 124-247 124-247 124-123 124-168
PP 124-088 124-088 124-088 124-049
S1 123-257 123-257 124-067 123-178
S2 123-098 123-098 124-038
S3 122-108 122-267 124-010
S4 121-118 121-277 123-244
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
5 124-240 123-250 0-310 0.8% 0-159 0.4% 53% True True 849,281
10 124-300 123-240 1-060 1.0% 0-166 0.4% 46% False False 969,858
20 125-255 123-240 2-015 1.6% 0-166 0.4% 27% False False 900,619
40 126-250 123-240 3-010 2.4% 0-157 0.4% 18% False False 453,972
60 126-250 123-240 3-010 2.4% 0-133 0.3% 18% False False 302,705
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 128-278
2.618 127-092
1.618 126-102
1.000 125-230
0.618 125-112
HIGH 124-240
0.618 124-122
0.500 124-085
0.382 124-048
LOW 123-250
0.618 123-058
1.000 122-260
1.618 122-068
2.618 121-078
4.250 119-212
Fisher Pivots for day following 18-Dec-2013
Pivot 1 day 3 day
R1 124-092 124-092
PP 124-088 124-088
S1 124-085 124-085

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

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