ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 123-230 123-140 -0-090 -0.2% 124-095
High 123-240 123-175 -0-065 -0.2% 124-240
Low 123-130 123-000 -0-130 -0.3% 123-085
Close 123-140 123-015 -0-125 -0.3% 123-235
Range 0-110 0-175 0-065 59.1% 1-155
ATR 0-172 0-172 0-000 0.1% 0-000
Volume 398,009 202,004 -196,005 -49.2% 4,754,493
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 124-268 124-157 123-111
R3 124-093 123-302 123-063
R2 123-238 123-238 123-047
R1 123-127 123-127 123-031 123-095
PP 123-063 123-063 123-063 123-048
S1 122-272 122-272 122-319 122-240
S2 122-208 122-208 122-303
S3 122-033 122-097 122-287
S4 121-178 121-242 122-239
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
5 124-240 123-000 1-240 1.4% 0-211 0.5% 3% False True 812,802
10 124-265 123-000 1-265 1.5% 0-168 0.4% 3% False True 791,843
20 125-255 123-000 2-255 2.3% 0-168 0.4% 2% False True 962,745
40 126-250 123-000 3-250 3.1% 0-170 0.4% 1% False True 523,030
60 126-250 123-000 3-250 3.1% 0-144 0.4% 1% False True 348,826
80 126-250 122-040 4-210 3.8% 0-117 0.3% 20% False False 261,620
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-279
2.618 124-313
1.618 124-138
1.000 124-030
0.618 123-283
HIGH 123-175
0.618 123-108
0.500 123-088
0.382 123-067
LOW 123-000
0.618 122-212
1.000 122-145
1.618 122-037
2.618 121-182
4.250 120-216
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 123-088 123-140
PP 123-063 123-098
S1 123-039 123-057

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

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