ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 123-075 122-255 -0-140 -0.4% 123-230
High 123-090 123-090 0-000 0.0% 123-240
Low 122-245 122-250 0-005 0.0% 122-265
Close 123-015 123-070 0-055 0.1% 122-315
Range 0-165 0-160 -0-005 -3.0% 0-295
ATR 0-160 0-160 0-000 0.0% 0-000
Volume 351,455 611,562 260,107 74.0% 1,113,081
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 124-190 124-130 123-158
R3 124-030 123-290 123-114
R2 123-190 123-190 123-099
R1 123-130 123-130 123-085 123-160
PP 123-030 123-030 123-030 123-045
S1 122-290 122-290 123-055 123-000
S2 122-190 122-190 123-041
S3 122-030 122-130 123-026
S4 121-190 121-290 122-302
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
5 123-090 122-245 0-165 0.4% 0-130 0.3% 88% True False 366,943
10 124-240 122-245 1-315 1.6% 0-170 0.4% 23% False False 589,872
20 125-035 122-245 2-110 1.9% 0-164 0.4% 19% False False 785,511
40 126-120 122-245 3-195 2.9% 0-168 0.4% 13% False False 568,236
60 126-250 122-245 4-005 3.3% 0-149 0.4% 11% False False 379,401
80 126-250 122-040 4-210 3.8% 0-124 0.3% 23% False False 284,554
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-130
2.618 124-189
1.618 124-029
1.000 123-250
0.618 123-189
HIGH 123-090
0.618 123-029
0.500 123-010
0.382 122-311
LOW 122-250
0.618 122-151
1.000 122-090
1.618 121-311
2.618 121-151
4.250 120-210
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 123-050 123-049
PP 123-030 123-028
S1 123-010 123-008

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

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