ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 123-295 124-095 0-120 0.3% 124-085
High 124-120 124-160 0-040 0.1% 124-205
Low 123-275 124-050 0-095 0.2% 123-240
Close 124-085 124-135 0-050 0.1% 124-135
Range 0-165 0-110 -0-055 -33.3% 0-285
ATR 0-166 0-162 -0-004 -2.4% 0-000
Volume 842,611 703,983 -138,628 -16.5% 4,176,290
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 125-125 125-080 124-196
R3 125-015 124-290 124-165
R2 124-225 124-225 124-155
R1 124-180 124-180 124-145 124-202
PP 124-115 124-115 124-115 124-126
S1 124-070 124-070 124-125 124-092
S2 124-005 124-005 124-115
S3 123-215 123-280 124-105
S4 123-105 123-170 124-074
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 126-302 126-183 124-292
R3 126-017 125-218 124-213
R2 125-052 125-052 124-187
R1 124-253 124-253 124-161 124-312
PP 124-087 124-087 124-087 124-116
S1 123-288 123-288 124-109 124-028
S2 123-122 123-122 124-083
S3 122-157 123-003 124-057
S4 121-192 122-038 123-298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-205 123-240 0-285 0.7% 0-144 0.4% 75% False False 835,258
10 124-205 122-300 1-225 1.4% 0-168 0.4% 87% False False 953,700
20 124-205 122-245 1-280 1.5% 0-159 0.4% 88% False False 733,316
40 125-255 122-245 3-010 2.4% 0-163 0.4% 55% False False 816,968
60 126-250 122-245 4-005 3.2% 0-158 0.4% 41% False False 547,087
80 126-250 122-245 4-005 3.2% 0-140 0.4% 41% False False 410,358
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 125-308
2.618 125-128
1.618 125-018
1.000 124-270
0.618 124-228
HIGH 124-160
0.618 124-118
0.500 124-105
0.382 124-092
LOW 124-050
0.618 123-302
1.000 123-260
1.618 123-192
2.618 123-082
4.250 122-222
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 124-125 124-103
PP 124-115 124-072
S1 124-105 124-040

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

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