ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 126-045 126-105 0-060 0.1% 125-195
High 126-130 126-135 0-005 0.0% 126-135
Low 126-015 125-245 -0-090 -0.2% 125-115
Close 126-100 126-035 -0-065 -0.2% 126-035
Range 0-115 0-210 0-095 82.6% 1-020
ATR 0-168 0-171 0-003 1.8% 0-000
Volume 1,414,793 367,518 -1,047,275 -74.0% 7,086,397
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 128-022 127-238 126-150
R3 127-132 127-028 126-093
R2 126-242 126-242 126-074
R1 126-138 126-138 126-054 126-085
PP 126-032 126-032 126-032 126-005
S1 125-248 125-248 126-016 125-195
S2 125-142 125-142 125-316
S3 124-252 125-038 125-297
S4 124-042 124-148 125-240
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 129-048 128-222 126-222
R3 128-028 127-202 126-128
R2 127-008 127-008 126-097
R1 126-182 126-182 126-066 126-255
PP 125-308 125-308 125-308 126-025
S1 125-162 125-162 126-004 125-235
S2 124-288 124-288 125-293
S3 123-268 124-142 125-262
S4 122-248 123-122 125-168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-135 125-115 1-020 0.8% 0-146 0.4% 71% True False 1,417,279
10 126-135 125-085 1-050 0.9% 0-158 0.4% 73% True False 1,237,797
20 126-160 125-030 1-130 1.1% 0-173 0.4% 72% False False 1,245,080
40 126-160 122-250 3-230 2.9% 0-178 0.4% 89% False False 1,167,379
60 126-160 122-245 3-235 3.0% 0-173 0.4% 90% False False 1,044,548
80 126-160 122-245 3-235 3.0% 0-173 0.4% 90% False False 860,236
100 126-250 122-245 4-005 3.2% 0-160 0.4% 83% False False 688,478
120 126-250 122-040 4-210 3.7% 0-141 0.4% 86% False False 573,733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 129-068
2.618 128-045
1.618 127-155
1.000 127-025
0.618 126-265
HIGH 126-135
0.618 126-055
0.500 126-030
0.382 126-005
LOW 125-245
0.618 125-115
1.000 125-035
1.618 124-225
2.618 124-015
4.250 122-312
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 126-033 126-029
PP 126-032 126-023
S1 126-030 126-018

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

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