ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 125-095 125-190 0-095 0.2% 126-235
High 125-260 126-100 0-160 0.4% 126-240
Low 125-095 125-130 0-035 0.1% 124-300
Close 125-210 126-070 0-180 0.4% 125-045
Range 0-165 0-290 0-125 75.8% 1-260
ATR 0-167 0-175 0-009 5.3% 0-000
Volume 9,086 12,241 3,155 34.7% 394,299
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 128-223 128-117 126-230
R3 127-253 127-147 126-150
R2 126-283 126-283 126-123
R1 126-177 126-177 126-097 126-230
PP 125-313 125-313 125-313 126-020
S1 125-207 125-207 126-043 125-260
S2 125-023 125-023 126-017
S3 124-053 124-237 125-310
S4 123-083 123-267 125-230
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
5 126-100 124-300 1-120 1.1% 0-181 0.4% 93% True False 15,149
10 126-240 124-300 1-260 1.4% 0-178 0.4% 71% False False 80,568
20 126-240 124-300 1-260 1.4% 0-166 0.4% 71% False False 699,619
40 126-240 123-240 3-000 2.4% 0-180 0.4% 82% False False 975,810
60 126-240 122-245 3-315 3.2% 0-175 0.4% 87% False False 895,183
80 126-240 122-245 3-315 3.2% 0-171 0.4% 87% False False 864,900
100 126-250 122-245 4-005 3.2% 0-167 0.4% 86% False False 692,849
120 126-250 122-245 4-005 3.2% 0-149 0.4% 86% False False 577,384
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 0-024
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 130-052
2.618 128-219
1.618 127-249
1.000 127-070
0.618 126-279
HIGH 126-100
0.618 125-309
0.500 125-275
0.382 125-241
LOW 125-130
0.618 124-271
1.000 124-160
1.618 123-301
2.618 123-011
4.250 121-178
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 126-032 126-017
PP 125-313 125-283
S1 125-275 125-230

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

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