ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 125-050 125-065 0-015 0.0% 126-235
High 125-110 125-135 0-025 0.1% 126-240
Low 125-015 125-040 0-025 0.1% 124-300
Close 125-080 125-120 0-040 0.1% 125-045
Range 0-095 0-095 0-000 0.0% 1-260
ATR 0-172 0-167 -0-006 -3.2% 0-000
Volume 14,376 8,165 -6,211 -43.2% 394,299
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 126-063 126-027 125-172
R3 125-288 125-252 125-146
R2 125-193 125-193 125-137
R1 125-157 125-157 125-129 125-175
PP 125-098 125-098 125-098 125-108
S1 125-062 125-062 125-111 125-080
S2 125-003 125-003 125-103
S3 124-228 124-287 125-094
S4 124-133 124-192 125-068
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 131-015 129-290 126-044
R3 129-075 128-030 125-204
R2 127-135 127-135 125-151
R1 126-090 126-090 125-098 125-302
PP 125-195 125-195 125-195 125-141
S1 124-150 124-150 124-312 124-042
S2 123-255 123-255 124-259
S3 121-315 122-210 124-206
S4 120-055 120-270 124-046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-015 124-300 1-035 0.9% 0-143 0.4% 39% False False 29,371
10 126-240 124-300 1-260 1.4% 0-159 0.4% 24% False False 448,197
20 126-240 124-300 1-260 1.4% 0-160 0.4% 24% False False 805,024
40 126-240 123-240 3-000 2.4% 0-175 0.4% 54% False False 1,015,310
60 126-240 122-245 3-315 3.2% 0-171 0.4% 65% False False 922,481
80 126-240 122-245 3-315 3.2% 0-170 0.4% 65% False False 864,986
100 126-250 122-245 4-005 3.2% 0-167 0.4% 65% False False 692,638
120 126-250 122-245 4-005 3.2% 0-146 0.4% 65% False False 577,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Fibonacci Retracements and Extensions
4.250 126-219
2.618 126-064
1.618 125-289
1.000 125-230
0.618 125-194
HIGH 125-135
0.618 125-099
0.500 125-088
0.382 125-076
LOW 125-040
0.618 124-301
1.000 124-265
1.618 124-206
2.618 124-111
4.250 123-276
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 125-109 125-117
PP 125-098 125-113
S1 125-088 125-110

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

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