ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 21-Jan-2014

Day Change Summary
	Previous	Current
	17-Jan-2014	21-Jan-2014	Change	Change %	Previous Week
Open	124-095	124-145	0-050	0.1%	124-085
High	124-160	124-185	0-025	0.1%	124-205
Low	124-050	124-000	-0-050	-0.1%	123-240
Close	124-135	124-120	-0-015	0.0%	124-135
Range	0-110	0-185	0-075	68.2%	0-285
ATR	0-162	0-164	0-002	1.0%	0-000
Volume	703,983	889,144	185,161	26.3%	4,176,290

Daily Pivots for day following 21-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-017	125-253	124-222
R3	125-152	125-068	124-171
R2	124-287	124-287	124-154
R1	124-203	124-203	124-137	124-152
PP	124-102	124-102	124-102	124-076
S1	124-018	124-018	124-103	123-288
S2	123-237	123-237	124-086
S3	123-052	123-153	124-069
S4	122-187	122-288	124-018

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-302	126-183	124-292
R3	126-017	125-218	124-213
R2	125-052	125-052	124-187
R1	124-253	124-253	124-161	124-312
PP	124-087	124-087	124-087	124-116
S1	123-288	123-288	124-109	124-028
S2	123-122	123-122	124-083
S3	122-157	123-003	124-057
S4	121-192	122-038	123-298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-185	123-240	0-265	0.7%	0-155	0.4%	75%	True	False	860,592
10	124-205	123-000	1-205	1.3%	0-165	0.4%	84%	False	False	974,222
20	124-205	122-245	1-280	1.5%	0-155	0.4%	86%	False	False	713,021
40	125-255	122-245	3-010	2.4%	0-160	0.4%	53%	False	False	837,674
60	126-250	122-245	4-005	3.2%	0-159	0.4%	40%	False	False	561,872
80	126-250	122-245	4-005	3.2%	0-142	0.4%	40%	False	False	421,472
100	126-250	122-040	4-210	3.7%	0-120	0.3%	48%	False	False	337,178

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	127-011
2.618	126-029
1.618	125-164
1.000	125-050
0.618	124-299
HIGH	124-185
0.618	124-114
0.500	124-092
0.382	124-071
LOW	124-000
0.618	123-206
1.000	123-135
1.618	123-021
2.618	122-156
4.250	121-174

Fisher Pivots for day following 21-Jan-2014
Pivot	1 day	3 day
R1	124-111	124-103
PP	124-102	124-087
S1	124-092	124-070

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