ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 126-175 125-290 -0-205 -0.5% 125-195
High 126-185 126-015 -0-170 -0.4% 126-135
Low 125-265 125-215 -0-050 -0.1% 125-115
Close 125-295 125-300 0-005 0.0% 126-035
Range 0-240 0-120 -0-120 -50.0% 1-020
ATR 0-178 0-174 -0-004 -2.3% 0-000
Volume 77,379 60,130 -17,249 -22.3% 7,086,397
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 127-003 126-272 126-046
R3 126-203 126-152 126-013
R2 126-083 126-083 126-002
R1 126-032 126-032 125-311 126-058
PP 125-283 125-283 125-283 125-296
S1 125-232 125-232 125-289 125-258
S2 125-163 125-163 125-278
S3 125-043 125-112 125-267
S4 124-243 124-312 125-234
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
5 126-240 125-215 1-025 0.9% 0-168 0.4% 25% False True 422,484
10 126-240 125-085 1-155 1.2% 0-159 0.4% 45% False False 986,119
20 126-240 125-030 1-210 1.3% 0-169 0.4% 51% False False 1,049,739
40 126-240 123-000 3-240 3.0% 0-179 0.4% 78% False False 1,130,061
60 126-240 122-245 3-315 3.2% 0-173 0.4% 80% False False 992,481
80 126-240 122-245 3-315 3.2% 0-174 0.4% 80% False False 864,163
100 126-250 122-245 4-005 3.2% 0-163 0.4% 79% False False 691,777
120 126-250 122-245 4-005 3.2% 0-142 0.4% 79% False False 576,484
Crabel Price Patterns
NR True
NR4 True
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 0-035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-205
2.618 127-009
1.618 126-209
1.000 126-135
0.618 126-089
HIGH 126-015
0.618 125-289
0.500 125-275
0.382 125-261
LOW 125-215
0.618 125-141
1.000 125-095
1.618 125-021
2.618 124-221
4.250 124-025
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 125-292 126-068
PP 125-283 126-038
S1 125-275 126-009

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

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