ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 123-155 123-195 0-040 0.1% 123-010
High 123-220 123-195 -0-025 -0.1% 123-125
Low 123-130 123-000 -0-130 -0.3% 122-245
Close 123-220 123-035 -0-185 -0.5% 123-055
Range 0-090 0-195 0-105 116.7% 0-200
ATR 0-155 0-160 0-005 3.0% 0-000
Volume 721,163 1,220,424 499,261 69.2% 1,848,970
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 125-022 124-223 123-142
R3 124-147 124-028 123-089
R2 123-272 123-272 123-071
R1 123-153 123-153 123-053 123-115
PP 123-077 123-077 123-077 123-058
S1 122-278 122-278 123-017 122-240
S2 122-202 122-202 122-319
S3 122-007 122-083 122-301
S4 121-132 121-208 122-248
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
5 123-220 122-250 0-290 0.7% 0-153 0.4% 36% False False 752,878
10 123-220 122-245 0-295 0.7% 0-143 0.4% 37% False False 518,955
20 124-300 122-245 2-055 1.8% 0-156 0.4% 16% False False 695,742
40 125-270 122-245 3-025 2.5% 0-158 0.4% 11% False False 646,547
60 126-250 122-245 4-005 3.3% 0-155 0.4% 9% False False 431,938
80 126-250 122-245 4-005 3.3% 0-126 0.3% 9% False False 323,964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-064
2.618 125-066
1.618 124-191
1.000 124-070
0.618 123-316
HIGH 123-195
0.618 123-121
0.500 123-098
0.382 123-074
LOW 123-000
0.618 122-199
1.000 122-125
1.618 122-004
2.618 121-129
4.250 120-131
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 123-098 123-100
PP 123-077 123-078
S1 123-056 123-057

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

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