ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 124-180 124-040 -0-140 -0.4% 123-030
High 124-185 124-085 -0-100 -0.3% 124-115
Low 124-035 123-240 -0-115 -0.3% 122-300
Close 124-055 123-310 -0-065 -0.2% 124-095
Range 0-150 0-165 0-015 10.0% 1-135
ATR 0-166 0-166 0-000 -0.1% 0-000
Volume 838,856 1,028,370 189,514 22.6% 5,360,715
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 125-173 125-087 124-081
R3 125-008 124-242 124-035
R2 124-163 124-163 124-020
R1 124-077 124-077 124-005 124-038
PP 123-318 123-318 123-318 123-299
S1 123-232 123-232 123-295 123-192
S2 123-153 123-153 123-280
S3 122-308 123-067 123-265
S4 122-143 122-222 123-219
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
5 124-205 123-005 1-200 1.3% 0-181 0.5% 59% False False 1,072,980
10 124-205 122-250 1-275 1.5% 0-167 0.4% 64% False False 912,929
20 124-240 122-245 1-315 1.6% 0-168 0.4% 61% False False 753,622
40 125-270 122-245 3-025 2.5% 0-163 0.4% 39% False False 779,122
60 126-250 122-245 4-005 3.2% 0-158 0.4% 30% False False 521,324
80 126-250 122-245 4-005 3.2% 0-136 0.3% 30% False False 391,025
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 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-146
2.618 125-197
1.618 125-032
1.000 124-250
0.618 124-187
HIGH 124-085
0.618 124-022
0.500 124-002
0.382 123-303
LOW 123-240
0.618 123-138
1.000 123-075
1.618 122-293
2.618 122-128
4.250 121-179
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 124-002 124-062
PP 123-318 124-038
S1 123-314 124-014

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

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