ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 125-215 125-170 -0-045 -0.1% 125-210
High 126-020 125-205 -0-135 -0.3% 126-090
Low 125-115 125-085 -0-030 -0.1% 125-085
Close 125-160 125-195 0-035 0.1% 125-195
Range 0-225 0-120 -0-105 -46.7% 1-005
ATR 0-185 0-181 -0-005 -2.5% 0-000
Volume 1,468,950 975,735 -493,215 -33.6% 4,443,348
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 126-202 126-158 125-261
R3 126-082 126-038 125-228
R2 125-282 125-282 125-217
R1 125-238 125-238 125-206 125-260
PP 125-162 125-162 125-162 125-172
S1 125-118 125-118 125-184 125-140
S2 125-042 125-042 125-173
S3 124-242 124-318 125-162
S4 124-122 124-198 125-129
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 128-245 128-065 126-054
R3 127-240 127-060 125-284
R2 126-235 126-235 125-255
R1 126-055 126-055 125-225 125-302
PP 125-230 125-230 125-230 125-194
S1 125-050 125-050 125-165 124-298
S2 124-225 124-225 125-135
S3 123-220 124-045 125-106
S4 122-215 123-040 125-016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-090 125-085 1-005 0.8% 0-170 0.4% 34% False True 1,058,314
10 126-090 125-030 1-060 0.9% 0-179 0.4% 43% False False 1,101,490
20 126-160 124-210 1-270 1.5% 0-189 0.5% 52% False False 1,276,077
40 126-160 122-245 3-235 3.0% 0-177 0.4% 76% False False 1,025,848
60 126-160 122-245 3-235 3.0% 0-173 0.4% 76% False False 1,019,607
80 126-250 122-245 4-005 3.2% 0-172 0.4% 71% False False 771,927
100 126-250 122-245 4-005 3.2% 0-156 0.4% 71% False False 617,615
120 126-250 122-040 4-210 3.7% 0-135 0.3% 75% False False 514,680
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-052
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 127-075
2.618 126-199
1.618 126-079
1.000 126-005
0.618 125-279
HIGH 125-205
0.618 125-159
0.500 125-145
0.382 125-131
LOW 125-085
0.618 125-011
1.000 124-285
1.618 124-211
2.618 124-091
4.250 123-215
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 125-178 125-248
PP 125-162 125-230
S1 125-145 125-212

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

View Archives - Comment on this page... - Back to Index of Symbols