ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 07-Mar-2014
Day Change Summary
Previous Current
06-Mar-2014 07-Mar-2014 Change Change % Previous Week
Open 124-085 124-020 -0-065 -0.2% 125-060
High 124-105 124-050 -0-055 -0.1% 125-065
Low 123-285 123-105 -0-180 -0.5% 123-105
Close 124-005 123-175 -0-150 -0.4% 123-175
Range 0-140 0-265 0-125 89.3% 1-280
ATR 0-161 0-168 0-007 4.6% 0-000
Volume 1,081,753 1,695,402 613,649 56.7% 6,879,801
Daily Pivots for day following 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 126-052 125-218 124-001
R3 125-107 124-273 123-248
R2 124-162 124-162 123-224
R1 124-008 124-008 123-199 123-272
PP 123-217 123-217 123-217 123-189
S1 123-063 123-063 123-151 123-008
S2 122-272 122-272 123-126
S3 122-007 122-118 123-102
S4 121-062 121-173 123-029
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 129-208 128-152 124-185
R3 127-248 126-192 124-020
R2 125-288 125-288 123-285
R1 124-232 124-232 123-230 124-120
PP 124-008 124-008 124-008 123-272
S1 122-272 122-272 123-120 122-160
S2 122-048 122-048 123-065
S3 120-088 120-312 123-010
S4 118-128 119-032 122-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-065 123-105 1-280 1.5% 0-191 0.5% 12% False True 1,375,960
10 125-065 123-105 1-280 1.5% 0-168 0.4% 12% False True 1,279,305
20 125-065 123-105 1-280 1.5% 0-168 0.4% 12% False True 649,077
40 125-065 121-120 3-265 3.1% 0-160 0.4% 57% False False 326,051
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 0-027
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 127-216
2.618 126-104
1.618 125-159
1.000 124-315
0.618 124-214
HIGH 124-050
0.618 123-269
0.500 123-238
0.382 123-206
LOW 123-105
0.618 122-261
1.000 122-160
1.618 121-316
2.618 121-051
4.250 119-259
Fisher Pivots for day following 07-Mar-2014
Pivot 1 day 3 day
R1 123-238 123-285
PP 123-217 123-248
S1 123-196 123-212

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

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