ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 123-195 123-040 -0-155 -0.4% 123-010
High 123-195 123-115 -0-080 -0.2% 123-125
Low 123-000 123-005 0-005 0.0% 122-245
Close 123-035 123-105 0-070 0.2% 123-055
Range 0-195 0-110 -0-085 -43.6% 0-200
ATR 0-160 0-156 -0-004 -2.2% 0-000
Volume 1,220,424 1,051,953 -168,471 -13.8% 1,848,970
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 124-085 124-045 123-166
R3 123-295 123-255 123-135
R2 123-185 123-185 123-125
R1 123-145 123-145 123-115 123-165
PP 123-075 123-075 123-075 123-085
S1 123-035 123-035 123-095 123-055
S2 122-285 122-285 123-085
S3 122-175 122-245 123-075
S4 122-065 122-135 123-044
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
5 123-220 122-300 0-240 0.6% 0-143 0.4% 52% False False 840,957
10 123-220 122-245 0-295 0.7% 0-136 0.3% 61% False False 603,950
20 124-265 122-245 2-020 1.7% 0-152 0.4% 27% False False 697,896
40 125-270 122-245 3-025 2.5% 0-159 0.4% 18% False False 672,593
60 126-250 122-245 4-005 3.3% 0-156 0.4% 14% False False 449,470
80 126-250 122-245 4-005 3.3% 0-128 0.3% 14% False False 337,113
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-262
2.618 124-083
1.618 123-293
1.000 123-225
0.618 123-183
HIGH 123-115
0.618 123-073
0.500 123-060
0.382 123-047
LOW 123-005
0.618 122-257
1.000 122-215
1.618 122-147
2.618 122-037
4.250 121-178
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 123-090 123-110
PP 123-075 123-108
S1 123-060 123-107

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

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