ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 123-030 123-155 0-125 0.3% 123-010
High 123-190 123-220 0-030 0.1% 123-125
Low 122-300 123-130 0-150 0.4% 122-245
Close 123-150 123-220 0-070 0.2% 123-055
Range 0-210 0-090 -0-120 -57.1% 0-200
ATR 0-160 0-155 -0-005 -3.1% 0-000
Volume 683,923 721,163 37,240 5.4% 1,848,970
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 124-140 124-110 123-270
R3 124-050 124-020 123-245
R2 123-280 123-280 123-236
R1 123-250 123-250 123-228 123-265
PP 123-190 123-190 123-190 123-198
S1 123-160 123-160 123-212 123-175
S2 123-100 123-100 123-204
S3 123-010 123-070 123-195
S4 122-240 122-300 123-170
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
5 123-220 122-245 0-295 0.7% 0-147 0.4% 100% True False 579,085
10 123-240 122-245 0-315 0.8% 0-134 0.3% 94% False False 436,713
20 124-300 122-245 2-055 1.8% 0-152 0.4% 42% False False 669,826
40 126-120 122-245 3-195 2.9% 0-167 0.4% 26% False False 616,163
60 126-250 122-245 4-005 3.2% 0-152 0.4% 23% False False 411,604
80 126-250 122-245 4-005 3.2% 0-125 0.3% 23% False False 308,709
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-030
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-282
2.618 124-136
1.618 124-046
1.000 123-310
0.618 123-276
HIGH 123-220
0.618 123-186
0.500 123-175
0.382 123-164
LOW 123-130
0.618 123-074
1.000 123-040
1.618 122-304
2.618 122-214
4.250 122-068
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 123-205 123-180
PP 123-190 123-140
S1 123-175 123-100

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

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