ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 123-050 123-030 -0-020 -0.1% 123-010
High 123-125 123-190 0-065 0.2% 123-125
Low 123-015 122-300 -0-035 -0.1% 122-245
Close 123-055 123-150 0-095 0.2% 123-055
Range 0-110 0-210 0-100 90.9% 0-200
ATR 0-157 0-160 0-004 2.4% 0-000
Volume 527,322 683,923 156,601 29.7% 1,848,970
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 125-097 125-013 123-266
R3 124-207 124-123 123-208
R2 123-317 123-317 123-188
R1 123-233 123-233 123-169 123-275
PP 123-107 123-107 123-107 123-128
S1 123-023 123-023 123-131 123-065
S2 122-217 122-217 123-112
S3 122-007 122-133 123-092
S4 121-117 121-243 123-034
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
5 123-190 122-245 0-265 0.7% 0-157 0.4% 85% True False 506,578
10 123-280 122-245 1-035 0.9% 0-145 0.4% 63% False False 451,819
20 124-300 122-245 2-055 1.8% 0-161 0.4% 32% False False 717,320
40 126-120 122-245 3-195 2.9% 0-168 0.4% 19% False False 598,264
60 126-250 122-245 4-005 3.3% 0-152 0.4% 18% False False 399,587
80 126-250 122-245 4-005 3.3% 0-124 0.3% 18% False False 299,695
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 126-122
2.618 125-100
1.618 124-210
1.000 124-080
0.618 124-000
HIGH 123-190
0.618 123-110
0.500 123-085
0.382 123-060
LOW 122-300
0.618 122-170
1.000 122-090
1.618 121-280
2.618 121-070
4.250 120-048
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 123-128 123-120
PP 123-107 123-090
S1 123-085 123-060

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

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