ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 123-100 124-085 0-305 0.8% 123-030
High 124-115 124-205 0-090 0.2% 124-115
Low 123-085 124-075 0-310 0.8% 122-300
Close 124-095 124-185 0-090 0.2% 124-095
Range 1-030 0-130 -0-220 -62.9% 1-135
ATR 0-170 0-167 -0-003 -1.7% 0-000
Volume 1,683,252 762,470 -920,782 -54.7% 5,360,715
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 125-225 125-175 124-256
R3 125-095 125-045 124-221
R2 124-285 124-285 124-209
R1 124-235 124-235 124-197 124-260
PP 124-155 124-155 124-155 124-168
S1 124-105 124-105 124-173 124-130
S2 124-025 124-025 124-161
S3 123-215 123-295 124-149
S4 123-085 123-165 124-114
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
5 124-205 123-000 1-205 1.3% 0-175 0.4% 96% True False 1,087,852
10 124-205 122-245 1-280 1.5% 0-166 0.4% 97% True False 797,215
20 124-240 122-245 1-315 1.6% 0-162 0.4% 91% False False 723,338
40 125-270 122-245 3-025 2.5% 0-162 0.4% 59% False False 733,385
60 126-250 122-245 4-005 3.2% 0-159 0.4% 45% False False 490,232
80 126-250 122-245 4-005 3.2% 0-132 0.3% 45% False False 367,685
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-118
2.618 125-225
1.618 125-095
1.000 125-015
0.618 124-285
HIGH 124-205
0.618 124-155
0.500 124-140
0.382 124-125
LOW 124-075
0.618 123-315
1.000 123-265
1.618 123-185
2.618 123-055
4.250 122-162
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 124-170 124-105
PP 124-155 124-025
S1 124-140 123-265

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

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