ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 123-005 123-010 0-005 0.0% 123-230
High 123-070 123-090 0-020 0.1% 123-240
Low 122-265 122-270 0-005 0.0% 122-265
Close 122-315 123-070 0-075 0.2% 122-315
Range 0-125 0-140 0-015 12.0% 0-295
ATR 0-161 0-160 -0-002 -0.9% 0-000
Volume 380,023 358,631 -21,392 -5.6% 1,113,081
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 124-137 124-083 123-147
R3 123-317 123-263 123-108
R2 123-177 123-177 123-096
R1 123-123 123-123 123-083 123-150
PP 123-037 123-037 123-037 123-050
S1 122-303 122-303 123-057 123-010
S2 122-217 122-217 123-044
S3 122-077 122-163 123-032
S4 121-257 122-023 122-313
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
5 123-240 122-265 0-295 0.7% 0-122 0.3% 42% False False 294,342
10 124-240 122-265 1-295 1.6% 0-164 0.4% 20% False False 622,620
20 125-105 122-265 2-160 2.0% 0-164 0.4% 16% False False 839,820
40 126-120 122-265 3-175 2.9% 0-167 0.4% 11% False False 544,510
60 126-250 122-265 3-305 3.2% 0-146 0.4% 10% False False 363,354
80 126-250 122-040 4-210 3.8% 0-121 0.3% 23% False False 272,517
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 0-040
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-045
2.618 124-137
1.618 123-317
1.000 123-230
0.618 123-177
HIGH 123-090
0.618 123-037
0.500 123-020
0.382 123-003
LOW 122-270
0.618 122-183
1.000 122-130
1.618 122-043
2.618 121-223
4.250 120-315
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 123-053 123-052
PP 123-037 123-035
S1 123-020 123-018

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

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