ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 03-Feb-2014
Day Change Summary
Previous Current
31-Jan-2014 03-Feb-2014 Change Change % Previous Week
Open 125-140 125-250 0-110 0.3% 125-065
High 125-290 126-160 0-190 0.5% 125-290
Low 125-110 125-195 0-085 0.2% 124-210
Close 125-240 126-135 0-215 0.5% 125-240
Range 0-180 0-285 0-105 58.3% 1-080
ATR 0-185 0-192 0-007 3.9% 0-000
Volume 1,387,281 1,618,164 230,883 16.6% 7,217,709
Daily Pivots for day following 03-Feb-2014
Classic Woodie Camarilla DeMark
R4 128-272 128-168 126-292
R3 127-307 127-203 126-213
R2 127-022 127-022 126-187
R1 126-238 126-238 126-161 126-290
PP 126-057 126-057 126-057 126-082
S1 125-273 125-273 126-109 126-005
S2 125-092 125-092 126-083
S3 124-127 124-308 126-057
S4 123-162 124-023 125-298
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
5 126-160 124-210 1-270 1.5% 0-217 0.5% 96% True False 1,515,705
10 126-160 123-270 2-210 2.1% 0-218 0.5% 97% True False 1,412,312
20 126-160 122-300 3-180 2.8% 0-193 0.5% 98% True False 1,183,006
40 126-160 122-245 3-235 3.0% 0-176 0.4% 98% True False 962,201
60 126-160 122-245 3-235 3.0% 0-175 0.4% 98% True False 781,891
80 126-250 122-245 4-005 3.2% 0-160 0.4% 91% False False 586,893
100 126-250 122-245 4-005 3.2% 0-135 0.3% 91% False False 469,518
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 0-032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-091
2.618 128-266
1.618 127-301
1.000 127-125
0.618 127-016
HIGH 126-160
0.618 126-051
0.500 126-018
0.382 125-304
LOW 125-195
0.618 125-019
1.000 124-230
1.618 124-054
2.618 123-089
4.250 121-264
Fisher Pivots for day following 03-Feb-2014
Pivot 1 day 3 day
R1 126-096 126-073
PP 126-057 126-012
S1 126-018 125-270

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

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