ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 126-235 126-175 -0-060 -0.1% 125-195
High 126-240 126-185 -0-055 -0.1% 126-135
Low 126-085 125-265 -0-140 -0.3% 125-115
Close 126-185 125-295 -0-210 -0.5% 126-035
Range 0-155 0-240 0-085 54.8% 1-020
ATR 0-173 0-178 0-005 2.7% 0-000
Volume 192,604 77,379 -115,225 -59.8% 7,086,397
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 128-115 127-285 126-107
R3 127-195 127-045 126-041
R2 126-275 126-275 126-019
R1 126-125 126-125 125-317 126-080
PP 126-035 126-035 126-035 126-012
S1 125-205 125-205 125-273 125-160
S2 125-115 125-115 125-251
S3 124-195 124-285 125-229
S4 123-275 124-045 125-163
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
5 126-240 125-220 1-020 0.8% 0-175 0.4% 22% False False 867,024
10 126-240 125-085 1-155 1.2% 0-167 0.4% 44% False False 1,084,327
20 126-240 125-030 1-210 1.3% 0-170 0.4% 50% False False 1,108,307
40 126-240 122-300 3-260 3.0% 0-181 0.5% 78% False False 1,145,656
60 126-240 122-245 3-315 3.2% 0-174 0.4% 79% False False 1,010,903
80 126-240 122-245 3-315 3.2% 0-174 0.4% 79% False False 863,495
100 126-250 122-245 4-005 3.2% 0-162 0.4% 79% False False 691,176
120 126-250 122-245 4-005 3.2% 0-141 0.4% 79% False False 575,983
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 129-245
2.618 128-173
1.618 127-253
1.000 127-105
0.618 127-013
HIGH 126-185
0.618 126-093
0.500 126-065
0.382 126-037
LOW 125-265
0.618 125-117
1.000 125-025
1.618 124-197
2.618 123-277
4.250 122-205
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 126-065 126-082
PP 126-035 126-047
S1 126-005 126-011

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

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