ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 123-140 123-020 -0-120 -0.3% 124-095
High 123-175 123-030 -0-145 -0.4% 124-240
Low 123-000 122-290 -0-030 -0.1% 123-085
Close 123-015 122-315 -0-020 -0.1% 123-235
Range 0-175 0-060 -0-115 -65.7% 1-155
ATR 0-172 0-164 -0-008 -4.7% 0-000
Volume 202,004 133,045 -68,959 -34.1% 4,754,493
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 123-178 123-147 123-028
R3 123-118 123-087 123-012
R2 123-058 123-058 123-006
R1 123-027 123-027 123-000 123-012
PP 122-318 122-318 122-318 122-311
S1 122-287 122-287 122-310 122-272
S2 122-258 122-258 122-304
S3 122-198 122-227 122-298
S4 122-138 122-167 122-282
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
5 124-080 122-290 1-110 1.1% 0-161 0.4% 6% False True 580,067
10 124-240 122-290 1-270 1.5% 0-160 0.4% 4% False True 714,674
20 125-230 122-290 2-260 2.3% 0-164 0.4% 3% False True 893,316
40 126-250 122-290 3-280 3.2% 0-170 0.4% 2% False True 526,279
60 126-250 122-290 3-280 3.2% 0-145 0.4% 2% False True 351,043
80 126-250 122-040 4-210 3.8% 0-117 0.3% 18% False False 263,284
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-036
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 123-285
2.618 123-187
1.618 123-127
1.000 123-090
0.618 123-067
HIGH 123-030
0.618 123-007
0.500 123-000
0.382 122-313
LOW 122-290
0.618 122-253
1.000 122-230
1.618 122-193
2.618 122-133
4.250 122-035
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 123-000 123-105
PP 122-318 123-068
S1 122-317 123-032

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

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