ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 125-060 125-000 -0-060 -0.1% 124-015
High 125-065 125-005 -0-060 -0.1% 124-275
Low 124-215 124-070 -0-145 -0.4% 123-260
Close 124-315 124-105 -0-210 -0.5% 124-170
Range 0-170 0-255 0-085 50.0% 1-015
ATR 0-158 0-165 0-007 4.4% 0-000
Volume 1,537,578 1,297,735 -239,843 -15.6% 5,913,257
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 126-292 126-133 124-245
R3 126-037 125-198 124-175
R2 125-102 125-102 124-152
R1 124-263 124-263 124-128 124-215
PP 124-167 124-167 124-167 124-142
S1 124-008 124-008 124-082 123-280
S2 123-232 123-232 124-058
S3 122-297 123-073 124-035
S4 122-042 122-138 123-285
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 127-173 127-027 125-034
R3 126-158 126-012 124-262
R2 125-143 125-143 124-231
R1 124-317 124-317 124-201 125-070
PP 124-128 124-128 124-128 124-165
S1 123-302 123-302 124-139 124-055
S2 123-113 123-113 124-109
S3 122-098 122-287 124-078
S4 121-083 121-272 123-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-065 124-045 1-020 0.9% 0-181 0.5% 18% False False 1,408,571
10 125-065 123-230 1-155 1.2% 0-168 0.4% 41% False False 884,968
20 125-065 123-160 1-225 1.4% 0-160 0.4% 49% False False 448,016
40 125-065 121-120 3-265 3.1% 0-151 0.4% 77% False False 224,940
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 0-042
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 128-129
2.618 127-033
1.618 126-098
1.000 125-260
0.618 125-163
HIGH 125-005
0.618 124-228
0.500 124-198
0.382 124-167
LOW 124-070
0.618 123-232
1.000 123-135
1.618 122-297
2.618 122-042
4.250 120-266
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 124-198 124-222
PP 124-167 124-183
S1 124-136 124-144

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

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