ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 124-175 124-045 -0-130 -0.3% 124-095
High 124-240 124-080 -0-160 -0.4% 124-300
Low 123-250 123-135 -0-115 -0.3% 124-035
Close 124-095 123-210 -0-205 -0.5% 124-085
Range 0-310 0-265 -0-045 -14.5% 0-265
ATR 0-167 0-175 0-008 4.8% 0-000
Volume 1,296,718 1,295,056 -1,662 -0.1% 4,274,908
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 126-083 125-252 124-036
R3 125-138 124-307 123-283
R2 124-193 124-193 123-259
R1 124-042 124-042 123-234 123-305
PP 123-248 123-248 123-248 123-220
S1 123-097 123-097 123-186 123-040
S2 122-303 122-303 123-161
S3 122-038 122-152 123-137
S4 121-093 121-207 123-064
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
5 124-240 123-135 1-105 1.1% 0-184 0.5% 18% False True 901,863
10 124-300 123-135 1-165 1.2% 0-177 0.4% 15% False True 982,821
20 125-255 123-135 2-120 1.9% 0-166 0.4% 10% False True 962,327
40 126-250 123-135 3-115 2.7% 0-162 0.4% 7% False True 486,297
60 126-250 123-135 3-115 2.7% 0-138 0.3% 7% False True 324,289
80 126-250 122-040 4-210 3.8% 0-111 0.3% 33% False False 243,218
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-246
2.618 126-134
1.618 125-189
1.000 125-025
0.618 124-244
HIGH 124-080
0.618 123-299
0.500 123-268
0.382 123-236
LOW 123-135
0.618 122-291
1.000 122-190
1.618 122-026
2.618 121-081
4.250 119-289
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 123-268 124-028
PP 123-248 123-302
S1 123-229 123-256

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

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