ECBOT 10 Year T-Note Future June 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 124-195 124-190 -0-005 0.0% 123-190
High 125-000 124-230 -0-090 -0.2% 125-000
Low 124-150 124-085 -0-065 -0.2% 123-135
Close 124-210 124-090 -0-120 -0.3% 124-210
Range 0-170 0-145 -0-025 -14.7% 1-185
ATR 0-171 0-169 -0-002 -1.1% 0-000
Volume 1,725,502 912,331 -813,171 -47.1% 6,966,423
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 125-250 125-155 124-170
R3 125-105 125-010 124-130
R2 124-280 124-280 124-117
R1 124-185 124-185 124-103 124-160
PP 124-135 124-135 124-135 124-122
S1 124-040 124-040 124-077 124-015
S2 123-310 123-310 124-063
S3 123-165 123-215 124-050
S4 123-020 123-070 124-010
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 129-030 128-145 125-168
R3 127-165 126-280 125-029
R2 125-300 125-300 124-303
R1 125-095 125-095 124-256 125-198
PP 124-115 124-115 124-115 124-166
S1 123-230 123-230 124-164 124-012
S2 122-250 122-250 124-117
S3 121-065 122-045 124-071
S4 119-200 120-180 123-252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-000 123-160 1-160 1.2% 0-180 0.5% 52% False False 1,398,078
10 125-005 123-105 1-220 1.4% 0-179 0.5% 56% False False 1,322,097
20 125-065 123-105 1-280 1.5% 0-169 0.4% 51% False False 1,039,421
40 125-065 122-110 2-275 2.3% 0-165 0.4% 68% False False 522,831
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 0-038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-206
2.618 125-290
1.618 125-145
1.000 125-055
0.618 125-000
HIGH 124-230
0.618 124-175
0.500 124-158
0.382 124-140
LOW 124-085
0.618 123-315
1.000 123-260
1.618 123-170
2.618 123-025
4.250 122-109
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 124-158 124-125
PP 124-135 124-113
S1 124-112 124-102

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

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