ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 123-010 123-075 0-065 0.2% 123-230
High 123-090 123-090 0-000 0.0% 123-240
Low 122-270 122-245 -0-025 -0.1% 122-265
Close 123-070 123-015 -0-055 -0.1% 122-315
Range 0-140 0-165 0-025 17.9% 0-295
ATR 0-160 0-160 0-000 0.2% 0-000
Volume 358,631 351,455 -7,176 -2.0% 1,113,081
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 124-185 124-105 123-106
R3 124-020 123-260 123-060
R2 123-175 123-175 123-045
R1 123-095 123-095 123-030 123-052
PP 123-010 123-010 123-010 122-309
S1 122-250 122-250 123-000 122-208
S2 122-165 122-165 122-305
S3 122-000 122-085 122-290
S4 121-155 121-240 122-244
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
5 123-175 122-245 0-250 0.6% 0-133 0.3% 36% False True 285,031
10 124-240 122-245 1-315 1.6% 0-168 0.4% 14% False True 594,314
20 125-070 122-245 2-145 2.0% 0-162 0.4% 11% False True 798,887
40 126-120 122-245 3-195 2.9% 0-167 0.4% 8% False True 553,093
60 126-250 122-245 4-005 3.3% 0-147 0.4% 7% False True 369,211
80 126-250 122-040 4-210 3.8% 0-123 0.3% 20% False False 276,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-151
2.618 124-202
1.618 124-037
1.000 123-255
0.618 123-192
HIGH 123-090
0.618 123-027
0.500 123-008
0.382 122-308
LOW 122-245
0.618 122-143
1.000 122-080
1.618 121-298
2.618 121-133
4.250 120-184
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 123-012 123-012
PP 123-010 123-010
S1 123-008 123-008

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

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