ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 04-Feb-2014
Day Change Summary
Previous Current
03-Feb-2014 04-Feb-2014 Change Change % Previous Week
Open 125-250 126-130 0-200 0.5% 125-065
High 126-160 126-150 -0-010 0.0% 125-290
Low 125-195 126-020 0-145 0.4% 124-210
Close 126-135 126-045 -0-090 -0.2% 125-240
Range 0-285 0-130 -0-155 -54.4% 1-080
ATR 0-192 0-188 -0-004 -2.3% 0-000
Volume 1,618,164 1,231,484 -386,680 -23.9% 7,217,709
Daily Pivots for day following 04-Feb-2014
Classic Woodie Camarilla DeMark
R4 127-142 127-063 126-116
R3 127-012 126-253 126-081
R2 126-202 126-202 126-069
R1 126-123 126-123 126-057 126-098
PP 126-072 126-072 126-072 126-059
S1 125-313 125-313 126-033 125-288
S2 125-262 125-262 126-021
S3 125-132 125-183 126-009
S4 125-002 125-053 125-294
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
5 126-160 124-230 1-250 1.4% 0-213 0.5% 80% False False 1,522,301
10 126-160 123-270 2-210 2.1% 0-213 0.5% 86% False False 1,446,546
20 126-160 123-000 3-160 2.8% 0-189 0.5% 90% False False 1,210,384
40 126-160 122-245 3-235 3.0% 0-175 0.4% 90% False False 963,852
60 126-160 122-245 3-235 3.0% 0-175 0.4% 90% False False 802,304
80 126-250 122-245 4-005 3.2% 0-162 0.4% 84% False False 602,286
100 126-250 122-245 4-005 3.2% 0-137 0.3% 84% False False 481,832
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 128-062
2.618 127-170
1.618 127-040
1.000 126-280
0.618 126-230
HIGH 126-150
0.618 126-100
0.500 126-085
0.382 126-070
LOW 126-020
0.618 125-260
1.000 125-210
1.618 125-130
2.618 125-000
4.250 124-108
Fisher Pivots for day following 04-Feb-2014
Pivot 1 day 3 day
R1 126-085 126-022
PP 126-072 125-318
S1 126-058 125-295

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

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