ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 122-255 123-050 0-115 0.3% 123-010
High 123-090 123-125 0-035 0.1% 123-125
Low 122-250 123-015 0-085 0.2% 122-245
Close 123-070 123-055 -0-015 0.0% 123-055
Range 0-160 0-110 -0-050 -31.3% 0-200
ATR 0-160 0-157 -0-004 -2.2% 0-000
Volume 611,562 527,322 -84,240 -13.8% 1,848,970
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 124-075 124-015 123-116
R3 123-285 123-225 123-085
R2 123-175 123-175 123-075
R1 123-115 123-115 123-065 123-145
PP 123-065 123-065 123-065 123-080
S1 123-005 123-005 123-045 123-035
S2 122-275 122-275 123-035
S3 122-165 122-215 123-025
S4 122-055 122-105 122-314
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 124-315 124-225 123-165
R3 124-115 124-025 123-110
R2 123-235 123-235 123-092
R1 123-145 123-145 123-073 123-190
PP 123-035 123-035 123-035 123-058
S1 122-265 122-265 123-037 122-310
S2 122-155 122-155 123-018
S3 121-275 122-065 123-000
S4 121-075 121-185 122-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-125 122-245 0-200 0.5% 0-140 0.4% 65% True False 445,798
10 124-080 122-245 1-155 1.2% 0-150 0.4% 27% False False 512,933
20 124-300 122-245 2-055 1.8% 0-158 0.4% 19% False False 741,396
40 126-120 122-245 3-195 2.9% 0-166 0.4% 11% False False 581,333
60 126-250 122-245 4-005 3.3% 0-150 0.4% 10% False False 388,189
80 126-250 122-245 4-005 3.3% 0-121 0.3% 10% False False 291,146
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-033
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-272
2.618 124-093
1.618 123-303
1.000 123-235
0.618 123-193
HIGH 123-125
0.618 123-083
0.500 123-070
0.382 123-057
LOW 123-015
0.618 122-267
1.000 122-225
1.618 122-157
2.618 122-047
4.250 121-188
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 123-070 123-045
PP 123-065 123-035
S1 123-060 123-025

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

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