ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 31-Jan-2014
Day Change Summary
Previous Current
30-Jan-2014 31-Jan-2014 Change Change % Previous Week
Open 125-180 125-140 -0-040 -0.1% 125-065
High 125-205 125-290 0-085 0.2% 125-290
Low 125-060 125-110 0-050 0.1% 124-210
Close 125-145 125-240 0-095 0.2% 125-240
Range 0-145 0-180 0-035 24.1% 1-080
ATR 0-185 0-185 0-000 -0.2% 0-000
Volume 1,392,073 1,387,281 -4,792 -0.3% 7,217,709
Daily Pivots for day following 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 127-113 127-037 126-019
R3 126-253 126-177 125-290
R2 126-073 126-073 125-273
R1 125-317 125-317 125-256 126-035
PP 125-213 125-213 125-213 125-232
S1 125-137 125-137 125-224 125-175
S2 125-033 125-033 125-207
S3 124-173 124-277 125-190
S4 123-313 124-097 125-141
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 129-060 128-230 126-140
R3 127-300 127-150 126-030
R2 126-220 126-220 125-313
R1 126-070 126-070 125-277 126-145
PP 125-140 125-140 125-140 125-178
S1 124-310 124-310 125-203 125-065
S2 124-060 124-060 125-167
S3 122-300 123-230 125-130
S4 121-220 122-150 125-020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-290 124-210 1-080 1.0% 0-191 0.5% 88% True False 1,443,541
10 125-290 123-270 2-020 1.6% 0-201 0.5% 92% True False 1,320,893
20 125-290 122-300 2-310 2.4% 0-184 0.5% 95% True False 1,128,464
40 125-290 122-245 3-045 2.5% 0-174 0.4% 95% True False 956,987
60 126-120 122-245 3-195 2.9% 0-174 0.4% 83% False False 754,979
80 126-250 122-245 4-005 3.2% 0-158 0.4% 74% False False 566,667
100 126-250 122-040 4-210 3.7% 0-136 0.3% 78% False False 453,336
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 0-031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-095
2.618 127-121
1.618 126-261
1.000 126-150
0.618 126-081
HIGH 125-290
0.618 125-221
0.500 125-200
0.382 125-179
LOW 125-110
0.618 124-319
1.000 124-250
1.618 124-139
2.618 123-279
4.250 122-305
Fisher Pivots for day following 31-Jan-2014
Pivot 1 day 3 day
R1 125-227 125-193
PP 125-213 125-147
S1 125-200 125-100

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

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