ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 125-170 125-195 0-025 0.1% 125-210
High 125-205 125-240 0-035 0.1% 126-090
Low 125-085 125-115 0-030 0.1% 125-085
Close 125-195 125-150 -0-045 -0.1% 125-195
Range 0-120 0-125 0-005 4.2% 1-005
ATR 0-181 0-177 -0-004 -2.2% 0-000
Volume 975,735 1,200,898 225,163 23.1% 4,443,348
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 126-223 126-152 125-219
R3 126-098 126-027 125-184
R2 125-293 125-293 125-173
R1 125-222 125-222 125-161 125-195
PP 125-168 125-168 125-168 125-155
S1 125-097 125-097 125-139 125-070
S2 125-043 125-043 125-127
S3 124-238 124-292 125-116
S4 124-113 124-167 125-081
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% 0-169 0.4% 20% False False 1,128,849
10 126-090 125-030 1-060 0.9% 0-158 0.4% 32% False False 1,044,999
20 126-160 124-210 1-270 1.5% 0-182 0.5% 44% False False 1,242,326
40 126-160 122-245 3-235 3.0% 0-175 0.4% 72% False False 1,050,820
60 126-160 122-245 3-235 3.0% 0-173 0.4% 72% False False 1,021,462
80 126-250 122-245 4-005 3.2% 0-173 0.4% 67% False False 786,925
100 126-250 122-245 4-005 3.2% 0-157 0.4% 67% False False 629,624
120 126-250 122-040 4-210 3.7% 0-136 0.3% 72% False False 524,687
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-131
2.618 126-247
1.618 126-122
1.000 126-045
0.618 125-317
HIGH 125-240
0.618 125-192
0.500 125-178
0.382 125-163
LOW 125-115
0.618 125-038
1.000 124-310
1.618 124-233
2.618 124-108
4.250 123-224
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 125-178 125-212
PP 125-168 125-192
S1 125-159 125-171

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

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