ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 124-100 123-290 -0-130 -0.3% 124-085
High 124-120 124-290 0-170 0.4% 124-205
Low 123-285 123-270 -0-015 0.0% 123-240
Close 123-310 124-250 0-260 0.7% 124-135
Range 0-155 1-020 0-185 119.4% 0-285
ATR 0-163 0-176 0-013 7.8% 0-000
Volume 869,154 1,653,026 783,872 90.2% 4,176,290
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 127-223 127-097 125-117
R3 126-203 126-077 125-024
R2 125-183 125-183 124-312
R1 125-057 125-057 124-281 125-120
PP 124-163 124-163 124-163 124-195
S1 124-037 124-037 124-219 124-100
S2 123-143 123-143 124-188
S3 122-123 123-017 124-156
S4 121-103 121-317 124-063
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
5 124-290 123-270 1-020 0.9% 0-191 0.5% 88% True True 991,583
10 124-290 123-005 1-285 1.5% 0-186 0.5% 93% True False 1,032,281
20 124-290 122-245 2-045 1.7% 0-164 0.4% 94% True False 775,618
40 125-255 122-245 3-010 2.4% 0-165 0.4% 66% False False 891,372
60 126-250 122-245 4-005 3.2% 0-166 0.4% 50% False False 603,877
80 126-250 122-245 4-005 3.2% 0-148 0.4% 50% False False 452,999
100 126-250 122-040 4-210 3.7% 0-124 0.3% 57% False False 362,400
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 129-135
2.618 127-220
1.618 126-200
1.000 125-310
0.618 125-180
HIGH 124-290
0.618 124-160
0.500 124-120
0.382 124-080
LOW 123-270
0.618 123-060
1.000 122-250
1.618 122-040
2.618 121-020
4.250 119-105
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 124-207 124-207
PP 124-163 124-163
S1 124-120 124-120

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

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