ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 123-020 123-005 -0-015 0.0% 123-230
High 123-030 123-070 0-040 0.1% 123-240
Low 122-290 122-265 -0-025 -0.1% 122-265
Close 122-315 122-315 0-000 0.0% 122-315
Range 0-060 0-125 0-065 108.3% 0-295
ATR 0-164 0-161 -0-003 -1.7% 0-000
Volume 133,045 380,023 246,978 185.6% 1,113,081
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 124-058 123-312 123-064
R3 123-253 123-187 123-029
R2 123-128 123-128 123-018
R1 123-062 123-062 123-006 123-032
PP 123-003 123-003 123-003 122-309
S1 122-257 122-257 122-304 122-228
S2 122-198 122-198 122-292
S3 122-073 122-132 122-281
S4 121-268 122-007 122-246
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 125-305 125-125 123-157
R3 125-010 124-150 123-076
R2 124-035 124-035 123-049
R1 123-175 123-175 123-022 123-118
PP 123-060 123-060 123-060 123-031
S1 122-200 122-200 122-288 122-142
S2 122-085 122-085 122-261
S3 121-110 121-225 122-234
S4 120-135 120-250 122-153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-280 122-265 1-015 0.9% 0-133 0.3% 15% False True 397,061
10 124-240 122-265 1-295 1.6% 0-158 0.4% 8% False True 649,462
20 125-145 122-265 2-200 2.1% 0-161 0.4% 6% False True 853,150
40 126-150 122-265 3-205 3.0% 0-168 0.4% 4% False True 535,689
60 126-250 122-265 3-305 3.2% 0-145 0.4% 4% False True 357,377
80 126-250 122-040 4-210 3.8% 0-119 0.3% 18% False False 268,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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
4.250 124-281
2.618 124-077
1.618 123-272
1.000 123-195
0.618 123-147
HIGH 123-070
0.618 123-022
0.500 123-008
0.382 122-313
LOW 122-265
0.618 122-188
1.000 122-140
1.618 122-063
2.618 121-258
4.250 121-054
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 123-008 123-060
PP 123-003 123-038
S1 122-319 123-017

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

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