ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 02-Jan-2014

Day Change Summary
	Previous	Current
	31-Dec-2013	02-Jan-2014	Change	Change %	Previous Week
Open	123-075	122-255	-0-140	-0.4%	123-230
High	123-090	123-090	0-000	0.0%	123-240
Low	122-245	122-250	0-005	0.0%	122-265
Close	123-015	123-070	0-055	0.1%	122-315
Range	0-165	0-160	-0-005	-3.0%	0-295
ATR	0-160	0-160	0-000	0.0%	0-000
Volume	351,455	611,562	260,107	74.0%	1,113,081

Daily Pivots for day following 02-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	124-190	124-130	123-158
R3	124-030	123-290	123-114
R2	123-190	123-190	123-099
R1	123-130	123-130	123-085	123-160
PP	123-030	123-030	123-030	123-045
S1	122-290	122-290	123-055	123-000
S2	122-190	122-190	123-041
S3	122-030	122-130	123-026
S4	121-190	121-290	122-302

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	123-090	122-245	0-165	0.4%	0-130	0.3%	88%	True	False	366,943
10	124-240	122-245	1-315	1.6%	0-170	0.4%	23%	False	False	589,872
20	125-035	122-245	2-110	1.9%	0-164	0.4%	19%	False	False	785,511
40	126-120	122-245	3-195	2.9%	0-168	0.4%	13%	False	False	568,236
60	126-250	122-245	4-005	3.3%	0-149	0.4%	11%	False	False	379,401
80	126-250	122-040	4-210	3.8%	0-124	0.3%	23%	False	False	284,554

Crabel Price Patterns
NR	True
NR4	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-130
2.618	124-189
1.618	124-029
1.000	123-250
0.618	123-189
HIGH	123-090
0.618	123-029
0.500	123-010
0.382	122-311
LOW	122-250
0.618	122-151
1.000	122-090
1.618	121-311
2.618	121-151
4.250	120-210

Fisher Pivots for day following 02-Jan-2014
Pivot	1 day	3 day
R1	123-050	123-049
PP	123-030	123-028
S1	123-010	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