ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 126-105 126-235 0-130 0.3% 125-195
High 126-135 126-240 0-105 0.3% 126-135
Low 125-245 126-085 0-160 0.4% 125-115
Close 126-035 126-185 0-150 0.4% 126-035
Range 0-210 0-155 -0-055 -26.2% 1-020
ATR 0-171 0-173 0-002 1.4% 0-000
Volume 367,518 192,604 -174,914 -47.6% 7,086,397
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 127-315 127-245 126-270
R3 127-160 127-090 126-228
R2 127-005 127-005 126-213
R1 126-255 126-255 126-199 126-212
PP 126-170 126-170 126-170 126-149
S1 126-100 126-100 126-171 126-058
S2 126-015 126-015 126-157
S3 125-180 125-265 126-142
S4 125-025 125-110 126-100
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
5 126-240 125-155 1-085 1.0% 0-152 0.4% 86% True False 1,215,620
10 126-240 125-085 1-155 1.2% 0-160 0.4% 88% True False 1,172,234
20 126-240 125-030 1-210 1.3% 0-172 0.4% 90% True False 1,185,346
40 126-240 122-300 3-260 3.0% 0-178 0.4% 95% True False 1,156,905
60 126-240 122-245 3-315 3.1% 0-173 0.4% 96% True False 1,033,107
80 126-240 122-245 3-315 3.1% 0-173 0.4% 96% True False 862,570
100 126-250 122-245 4-005 3.2% 0-161 0.4% 95% False False 690,402
120 126-250 122-040 4-210 3.7% 0-142 0.4% 96% False False 575,338
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-259
2.618 128-006
1.618 127-171
1.000 127-075
0.618 127-016
HIGH 126-240
0.618 126-181
0.500 126-162
0.382 126-144
LOW 126-085
0.618 125-309
1.000 125-250
1.618 125-154
2.618 124-319
4.250 124-066
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 126-178 126-151
PP 126-170 126-117
S1 126-162 126-082

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

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