ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 31-Dec-2013

Day Change Summary
	Previous	Current
	30-Dec-2013	31-Dec-2013	Change	Change %	Previous Week
Open	123-010	123-075	0-065	0.2%	123-230
High	123-090	123-090	0-000	0.0%	123-240
Low	122-270	122-245	-0-025	-0.1%	122-265
Close	123-070	123-015	-0-055	-0.1%	122-315
Range	0-140	0-165	0-025	17.9%	0-295
ATR	0-160	0-160	0-000	0.2%	0-000
Volume	358,631	351,455	-7,176	-2.0%	1,113,081

Daily Pivots for day following 31-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-185	124-105	123-106
R3	124-020	123-260	123-060
R2	123-175	123-175	123-045
R1	123-095	123-095	123-030	123-052
PP	123-010	123-010	123-010	122-309
S1	122-250	122-250	123-000	122-208
S2	122-165	122-165	122-305
S3	122-000	122-085	122-290
S4	121-155	121-240	122-244

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-305	125-125	123-157
R3	125-010	124-150	123-076
R2	124-035	124-035	123-049
R1	123-175	123-175	123-022	123-118
PP	123-060	123-060	123-060	123-031
S1	122-200	122-200	122-288	122-142
S2	122-085	122-085	122-261
S3	121-110	121-225	122-234
S4	120-135	120-250	122-153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-175	122-245	0-250	0.6%	0-133	0.3%	36%	False	True	285,031
10	124-240	122-245	1-315	1.6%	0-168	0.4%	14%	False	True	594,314
20	125-070	122-245	2-145	2.0%	0-162	0.4%	11%	False	True	798,887
40	126-120	122-245	3-195	2.9%	0-167	0.4%	8%	False	True	553,093
60	126-250	122-245	4-005	3.3%	0-147	0.4%	7%	False	True	369,211
80	126-250	122-040	4-210	3.8%	0-123	0.3%	20%	False	False	276,910

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-036
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-151
2.618	124-202
1.618	124-037
1.000	123-255
0.618	123-192
HIGH	123-090
0.618	123-027
0.500	123-008
0.382	122-308
LOW	122-245
0.618	122-143
1.000	122-080
1.618	121-298
2.618	121-133
4.250	120-184

Fisher Pivots for day following 31-Dec-2013
Pivot	1 day	3 day
R1	123-012	123-012
PP	123-010	123-010
S1	123-008	123-008

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols