ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 26-Feb-2014
Day Change Summary
Previous Current
25-Feb-2014 26-Feb-2014 Change Change % Previous Week
Open 125-170 125-255 0-085 0.2% 125-210
High 125-280 126-055 0-095 0.2% 126-090
Low 125-155 125-220 0-065 0.2% 125-085
Close 125-265 126-025 0-080 0.2% 125-195
Range 0-125 0-155 0-030 24.0% 1-005
ATR 0-173 0-172 -0-001 -0.8% 0-000
Volume 1,820,361 2,282,827 462,466 25.4% 4,443,348
Daily Pivots for day following 26-Feb-2014
Classic Woodie Camarilla DeMark
R4 127-138 127-077 126-110
R3 126-303 126-242 126-068
R2 126-148 126-148 126-053
R1 126-087 126-087 126-039 126-118
PP 125-313 125-313 125-313 126-009
S1 125-252 125-252 126-011 125-282
S2 125-158 125-158 125-317
S3 125-003 125-097 125-302
S4 124-168 124-262 125-260
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
5 126-055 125-085 0-290 0.7% 0-150 0.4% 90% True False 1,549,754
10 126-090 125-030 1-060 0.9% 0-160 0.4% 83% False False 1,282,832
20 126-160 124-230 1-250 1.4% 0-180 0.4% 76% False False 1,324,693
40 126-160 122-245 3-235 3.0% 0-178 0.4% 89% False False 1,140,573
60 126-160 122-245 3-235 3.0% 0-172 0.4% 89% False False 1,044,765
80 126-160 122-245 3-235 3.0% 0-173 0.4% 89% False False 838,131
100 126-250 122-245 4-005 3.2% 0-158 0.4% 82% False False 670,655
120 126-250 122-040 4-210 3.7% 0-139 0.3% 85% False False 558,880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-046
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-074
2.618 127-141
1.618 126-306
1.000 126-210
0.618 126-151
HIGH 126-055
0.618 125-316
0.500 125-298
0.382 125-279
LOW 125-220
0.618 125-124
1.000 125-065
1.618 124-289
2.618 124-134
4.250 123-201
Fisher Pivots for day following 26-Feb-2014
Pivot 1 day 3 day
R1 126-009 125-312
PP 125-313 125-278
S1 125-298 125-245

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

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