ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 123-040 123-100 0-060 0.2% 123-030
High 123-115 124-115 1-000 0.8% 124-115
Low 123-005 123-085 0-080 0.2% 122-300
Close 123-105 124-095 0-310 0.8% 124-095
Range 0-110 1-030 0-240 218.2% 1-135
ATR 0-156 0-170 0-014 8.8% 0-000
Volume 1,051,953 1,683,252 631,299 60.0% 5,360,715
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 127-082 126-278 124-288
R3 126-052 125-248 124-191
R2 125-022 125-022 124-159
R1 124-218 124-218 124-127 124-280
PP 123-312 123-312 123-312 124-022
S1 123-188 123-188 124-063 123-250
S2 122-282 122-282 124-031
S3 121-252 122-158 123-319
S4 120-222 121-128 123-222
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 128-042 127-203 125-025
R3 126-227 126-068 124-220
R2 125-092 125-092 124-178
R1 124-253 124-253 124-137 125-012
PP 123-277 123-277 123-277 123-316
S1 123-118 123-118 124-053 123-198
S2 122-142 122-142 124-012
S3 121-007 121-303 123-290
S4 119-192 120-168 123-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-115 122-300 1-135 1.1% 0-191 0.5% 96% True False 1,072,143
10 124-115 122-245 1-190 1.3% 0-166 0.4% 96% True False 758,970
20 124-240 122-245 1-315 1.6% 0-163 0.4% 77% False False 736,822
40 125-270 122-245 3-025 2.5% 0-166 0.4% 50% False False 714,662
60 126-250 122-245 4-005 3.2% 0-161 0.4% 38% False False 477,524
80 126-250 122-245 4-005 3.2% 0-131 0.3% 38% False False 358,154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 42 trading days
Fibonacci Retracements and Extensions
4.250 129-002
2.618 127-071
1.618 126-041
1.000 125-145
0.618 125-011
HIGH 124-115
0.618 123-301
0.500 123-260
0.382 123-219
LOW 123-085
0.618 122-189
1.000 122-055
1.618 121-159
2.618 120-129
4.250 118-198
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 124-043 124-029
PP 123-312 123-283
S1 123-260 123-218

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

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