ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 123-215 123-230 0-015 0.0% 124-095
High 123-280 123-240 -0-040 -0.1% 124-240
Low 123-085 123-130 0-045 0.1% 123-085
Close 123-235 123-140 -0-095 -0.2% 123-235
Range 0-195 0-110 -0-085 -43.6% 1-155
ATR 0-177 0-172 -0-005 -2.7% 0-000
Volume 872,224 398,009 -474,215 -54.4% 4,754,493
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 124-180 124-110 123-200
R3 124-070 124-000 123-170
R2 123-280 123-280 123-160
R1 123-210 123-210 123-150 123-190
PP 123-170 123-170 123-170 123-160
S1 123-100 123-100 123-130 123-080
S2 123-060 123-060 123-120
S3 122-270 122-310 123-110
S4 122-160 122-200 123-080
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% 0-204 0.5% 12% False False 903,598
10 124-300 123-085 1-215 1.4% 0-168 0.4% 10% False False 872,529
20 125-255 123-085 2-170 2.1% 0-166 0.4% 7% False False 1,007,125
40 126-250 123-085 3-165 2.8% 0-167 0.4% 5% False False 518,006
60 126-250 123-085 3-165 2.8% 0-143 0.4% 5% False False 345,459
80 126-250 122-040 4-210 3.8% 0-114 0.3% 28% False False 259,095
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125-068
2.618 124-208
1.618 124-098
1.000 124-030
0.618 123-308
HIGH 123-240
0.618 123-198
0.500 123-185
0.382 123-172
LOW 123-130
0.618 123-062
1.000 123-020
1.618 122-272
2.618 122-162
4.250 121-302
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 123-185 123-242
PP 123-170 123-208
S1 123-155 123-174

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

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