ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 126-090 126-075 -0-015 0.0% 125-050
High 126-185 126-080 -0-105 -0.3% 126-185
Low 126-030 125-285 -0-065 -0.2% 125-015
Close 126-085 125-285 -0-120 -0.3% 126-085
Range 0-155 0-115 -0-040 -25.8% 1-170
ATR 0-174 0-170 -0-004 -2.2% 0-000
Volume 12,562 4,222 -8,340 -66.4% 56,430
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 127-028 126-272 126-028
R3 126-233 126-157 125-317
R2 126-118 126-118 125-306
R1 126-042 126-042 125-296 126-022
PP 126-003 126-003 126-003 125-314
S1 125-247 125-247 125-274 125-228
S2 125-208 125-208 125-264
S3 125-093 125-132 125-253
S4 124-298 125-017 125-222
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 130-178 129-302 127-034
R3 129-008 128-132 126-220
R2 127-158 127-158 126-175
R1 126-282 126-282 126-130 127-060
PP 125-308 125-308 125-308 126-038
S1 125-112 125-112 126-040 125-210
S2 124-138 124-138 125-315
S3 122-288 123-262 125-270
S4 121-118 122-092 125-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-185 125-040 1-145 1.2% 0-164 0.4% 53% False False 9,255
10 126-185 124-300 1-205 1.3% 0-168 0.4% 58% False False 26,234
20 126-240 124-300 1-260 1.4% 0-164 0.4% 53% False False 599,234
40 126-240 123-270 2-290 2.3% 0-178 0.4% 70% False False 929,455
60 126-240 122-245 3-315 3.2% 0-175 0.4% 78% False False 873,954
80 126-240 122-245 3-315 3.2% 0-171 0.4% 78% False False 864,728
100 126-250 122-245 4-005 3.2% 0-167 0.4% 78% False False 693,000
120 126-250 122-245 4-005 3.2% 0-152 0.4% 78% False False 577,523
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 0-028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-249
2.618 127-061
1.618 126-266
1.000 126-195
0.618 126-151
HIGH 126-080
0.618 126-036
0.500 126-022
0.382 126-009
LOW 125-285
0.618 125-214
1.000 125-170
1.618 125-099
2.618 124-304
4.250 124-116
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 126-022 125-318
PP 126-003 125-307
S1 125-304 125-296

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

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