ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 125-255 126-045 0-110 0.3% 125-210
High 126-055 126-130 0-075 0.2% 126-090
Low 125-220 126-015 0-115 0.3% 125-085
Close 126-025 126-100 0-075 0.2% 125-195
Range 0-155 0-115 -0-040 -25.8% 1-005
ATR 0-172 0-168 -0-004 -2.4% 0-000
Volume 2,282,827 1,414,793 -868,034 -38.0% 4,443,348
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 127-107 127-058 126-163
R3 126-312 126-263 126-132
R2 126-197 126-197 126-121
R1 126-148 126-148 126-111 126-172
PP 126-082 126-082 126-082 126-094
S1 126-033 126-033 126-089 126-058
S2 125-287 125-287 126-079
S3 125-172 125-238 126-068
S4 125-057 125-123 126-037
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
5 126-130 125-085 1-045 0.9% 0-128 0.3% 92% True False 1,538,922
10 126-130 125-080 1-050 0.9% 0-155 0.4% 92% True False 1,318,670
20 126-160 125-030 1-130 1.1% 0-170 0.4% 87% False False 1,296,307
40 126-160 122-245 3-235 3.0% 0-177 0.4% 95% False False 1,166,977
60 126-160 122-245 3-235 3.0% 0-173 0.4% 95% False False 1,057,925
80 126-160 122-245 3-235 3.0% 0-172 0.4% 95% False False 855,744
100 126-250 122-245 4-005 3.2% 0-158 0.4% 88% False False 684,803
120 126-250 122-040 4-210 3.7% 0-140 0.3% 90% False False 570,670
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 0-046
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 127-299
2.618 127-111
1.618 126-316
1.000 126-245
0.618 126-201
HIGH 126-130
0.618 126-086
0.500 126-072
0.382 126-059
LOW 126-015
0.618 125-264
1.000 125-220
1.618 125-149
2.618 125-034
4.250 124-166
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 126-091 126-061
PP 126-082 126-022
S1 126-072 125-302

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

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