ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 125-290 126-050 0-080 0.2% 125-050
High 126-055 126-050 -0-005 0.0% 126-185
Low 125-280 124-250 -1-030 -0.9% 125-015
Close 126-020 125-020 -1-000 -0.8% 126-085
Range 0-095 1-120 1-025 363.2% 1-170
ATR 0-165 0-184 0-020 11.9% 0-000
Volume 12,070 19,104 7,034 58.3% 56,430
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 129-147 128-203 125-262
R3 128-027 127-083 125-141
R2 126-227 126-227 125-101
R1 125-283 125-283 125-060 125-195
PP 125-107 125-107 125-107 125-062
S1 124-163 124-163 124-300 124-075
S2 123-307 123-307 124-259
S3 122-187 123-043 124-219
S4 121-067 121-243 124-098
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
5 126-185 124-250 1-255 1.4% 0-219 0.5% 16% False True 12,039
10 126-185 124-250 1-255 1.4% 0-186 0.5% 16% False True 15,601
20 126-240 124-250 1-310 1.6% 0-172 0.4% 14% False True 500,860
40 126-240 123-270 2-290 2.3% 0-184 0.5% 42% False False 890,406
60 126-240 122-245 3-315 3.2% 0-174 0.4% 58% False False 831,278
80 126-240 122-245 3-315 3.2% 0-172 0.4% 58% False False 864,040
100 126-250 122-245 4-005 3.2% 0-169 0.4% 57% False False 693,286
120 126-250 122-245 4-005 3.2% 0-156 0.4% 57% False False 577,783
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 0-023
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 132-000
2.618 129-242
1.618 128-122
1.000 127-170
0.618 127-002
HIGH 126-050
0.618 125-202
0.500 125-150
0.382 125-098
LOW 124-250
0.618 123-298
1.000 123-130
1.618 122-178
2.618 121-058
4.250 118-300
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 125-150 125-165
PP 125-107 125-117
S1 125-063 125-068

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

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