ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 12-Feb-2014
Day Change Summary
Previous Current
11-Feb-2014 12-Feb-2014 Change Change % Previous Week
Open 125-305 125-165 -0-140 -0.3% 125-250
High 125-315 125-195 -0-120 -0.3% 126-160
Low 125-145 125-030 -0-115 -0.3% 125-070
Close 125-185 125-080 -0-105 -0.3% 125-310
Range 0-170 0-165 -0-005 -2.9% 1-090
ATR 0-187 0-186 -0-002 -0.9% 0-000
Volume 1,073,023 1,056,413 -16,610 -1.5% 7,178,833
Daily Pivots for day following 12-Feb-2014
Classic Woodie Camarilla DeMark
R4 126-277 126-183 125-171
R3 126-112 126-018 125-125
R2 125-267 125-267 125-110
R1 125-173 125-173 125-095 125-138
PP 125-102 125-102 125-102 125-084
S1 125-008 125-008 125-065 124-292
S2 124-257 124-257 125-050
S3 124-092 124-163 125-035
S4 123-247 123-318 124-309
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 129-237 129-043 126-216
R3 128-147 127-273 126-103
R2 127-057 127-057 126-065
R1 126-183 126-183 126-028 126-280
PP 125-287 125-287 125-287 126-015
S1 125-093 125-093 125-272 125-190
S2 124-197 124-197 125-235
S3 123-107 124-003 125-197
S4 122-017 122-233 125-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-085 125-030 1-055 0.9% 0-179 0.4% 13% False True 1,128,043
10 126-160 125-030 1-130 1.1% 0-185 0.5% 11% False True 1,273,945
20 126-160 123-240 2-240 2.2% 0-193 0.5% 55% False False 1,252,001
40 126-160 122-245 3-235 3.0% 0-179 0.4% 67% False False 992,965
60 126-160 122-245 3-235 3.0% 0-172 0.4% 67% False False 919,993
80 126-250 122-245 4-005 3.2% 0-167 0.4% 62% False False 691,156
100 126-250 122-245 4-005 3.2% 0-146 0.4% 62% False False 552,937
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-256
2.618 126-307
1.618 126-142
1.000 126-040
0.618 125-297
HIGH 125-195
0.618 125-132
0.500 125-112
0.382 125-093
LOW 125-030
0.618 124-248
1.000 124-185
1.618 124-083
2.618 123-238
4.250 122-289
Fisher Pivots for day following 12-Feb-2014
Pivot 1 day 3 day
R1 125-112 125-192
PP 125-102 125-155
S1 125-091 125-118

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

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