ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 126-130 126-030 -0-100 -0.2% 125-065
High 126-150 126-150 0-000 0.0% 125-290
Low 126-020 125-255 -0-085 -0.2% 124-210
Close 126-045 125-280 -0-085 -0.2% 125-240
Range 0-130 0-215 0-085 65.4% 1-080
ATR 0-188 0-190 0-002 1.0% 0-000
Volume 1,231,484 1,470,239 238,755 19.4% 7,217,709
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 128-020 127-205 126-078
R3 127-125 126-310 126-019
R2 126-230 126-230 125-319
R1 126-095 126-095 125-300 126-055
PP 126-015 126-015 126-015 125-315
S1 125-200 125-200 125-260 125-160
S2 125-120 125-120 125-241
S3 124-225 124-305 125-221
S4 124-010 124-090 125-162
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
5 126-160 125-060 1-100 1.0% 0-191 0.5% 52% False False 1,419,848
10 126-160 123-270 2-210 2.1% 0-219 0.5% 76% False False 1,506,654
20 126-160 123-000 3-160 2.8% 0-195 0.5% 82% False False 1,247,838
40 126-160 122-245 3-235 3.0% 0-174 0.4% 83% False False 958,832
60 126-160 122-245 3-235 3.0% 0-176 0.4% 83% False False 826,721
80 126-250 122-245 4-005 3.2% 0-163 0.4% 77% False False 620,663
100 126-250 122-245 4-005 3.2% 0-139 0.3% 77% False False 496,535
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-104
2.618 128-073
1.618 127-178
1.000 127-045
0.618 126-283
HIGH 126-150
0.618 126-068
0.500 126-042
0.382 126-017
LOW 125-255
0.618 125-122
1.000 125-040
1.618 124-227
2.618 124-012
4.250 122-301
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 126-042 126-018
PP 126-015 125-318
S1 125-308 125-299

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

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