ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 124-045 123-215 -0-150 -0.4% 124-095
High 124-080 123-280 -0-120 -0.3% 124-240
Low 123-135 123-085 -0-050 -0.1% 123-085
Close 123-210 123-235 0-025 0.1% 123-235
Range 0-265 0-195 -0-070 -26.4% 1-155
ATR 0-175 0-177 0-001 0.8% 0-000
Volume 1,295,056 872,224 -422,832 -32.6% 4,754,493
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 125-145 125-065 124-022
R3 124-270 124-190 123-289
R2 124-075 124-075 123-271
R1 123-315 123-315 123-253 124-035
PP 123-200 123-200 123-200 123-220
S1 123-120 123-120 123-217 123-160
S2 123-005 123-005 123-199
S3 122-130 122-245 123-181
S4 121-255 122-050 123-128
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 128-118 127-172 124-176
R3 126-283 126-017 124-046
R2 125-128 125-128 124-002
R1 124-182 124-182 123-279 124-078
PP 123-293 123-293 123-293 123-241
S1 123-027 123-027 123-191 122-242
S2 122-138 122-138 123-148
S3 120-303 121-192 123-104
S4 119-148 120-037 122-294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-240 123-085 1-155 1.2% 0-205 0.5% 32% False True 950,898
10 124-300 123-085 1-215 1.4% 0-170 0.4% 28% False True 902,940
20 125-255 123-085 2-170 2.0% 0-166 0.4% 19% False True 1,002,080
40 126-250 123-085 3-165 2.8% 0-165 0.4% 13% False True 508,073
60 126-250 123-085 3-165 2.8% 0-141 0.4% 13% False True 338,826
80 126-250 122-040 4-210 3.8% 0-113 0.3% 35% False False 254,120
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 0-038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-149
2.618 125-151
1.618 124-276
1.000 124-155
0.618 124-081
HIGH 123-280
0.618 123-206
0.500 123-182
0.382 123-159
LOW 123-085
0.618 122-284
1.000 122-210
1.618 122-089
2.618 121-214
4.250 120-216
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 123-218 124-002
PP 123-200 123-293
S1 123-182 123-264

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

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