ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 126-075 125-290 -0-105 -0.3% 125-050
High 126-080 126-055 -0-025 -0.1% 126-185
Low 125-285 125-280 -0-005 0.0% 125-015
Close 125-285 126-020 0-055 0.1% 126-085
Range 0-115 0-095 -0-020 -17.4% 1-170
ATR 0-170 0-165 -0-005 -3.2% 0-000
Volume 4,222 12,070 7,848 185.9% 56,430
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 126-297 126-253 126-072
R3 126-202 126-158 126-046
R2 126-107 126-107 126-037
R1 126-063 126-063 126-029 126-085
PP 126-012 126-012 126-012 126-022
S1 125-288 125-288 126-011 125-310
S2 125-237 125-237 126-003
S3 125-142 125-193 125-314
S4 125-047 125-098 125-288
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
5 126-185 125-095 1-090 1.0% 0-164 0.4% 60% False False 10,036
10 126-185 124-300 1-205 1.3% 0-154 0.4% 69% False False 19,703
20 126-240 124-300 1-260 1.4% 0-160 0.4% 62% False False 552,015
40 126-240 123-270 2-290 2.3% 0-178 0.4% 76% False False 912,157
60 126-240 122-245 3-315 3.2% 0-172 0.4% 83% False False 852,543
80 126-240 122-245 3-315 3.2% 0-170 0.4% 83% False False 864,562
100 126-250 122-245 4-005 3.2% 0-166 0.4% 82% False False 693,115
120 126-250 122-245 4-005 3.2% 0-152 0.4% 82% False False 577,624
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-139
2.618 126-304
1.618 126-209
1.000 126-150
0.618 126-114
HIGH 126-055
0.618 126-019
0.500 126-008
0.382 125-316
LOW 125-280
0.618 125-221
1.000 125-185
1.618 125-126
2.618 125-031
4.250 124-196
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 126-016 126-072
PP 126-012 126-055
S1 126-008 126-038

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

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