ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 22-Jan-2014
Day Change Summary
Previous Current
21-Jan-2014 22-Jan-2014 Change Change % Previous Week
Open 124-145 124-100 -0-045 -0.1% 124-085
High 124-185 124-120 -0-065 -0.2% 124-205
Low 124-000 123-285 -0-035 -0.1% 123-240
Close 124-120 123-310 -0-130 -0.3% 124-135
Range 0-185 0-155 -0-030 -16.2% 0-285
ATR 0-164 0-163 -0-001 -0.4% 0-000
Volume 889,144 869,154 -19,990 -2.2% 4,176,290
Daily Pivots for day following 22-Jan-2014
Classic Woodie Camarilla DeMark
R4 125-170 125-075 124-075
R3 125-015 124-240 124-033
R2 124-180 124-180 124-018
R1 124-085 124-085 124-004 124-055
PP 124-025 124-025 124-025 124-010
S1 123-250 123-250 123-296 123-220
S2 123-190 123-190 123-282
S3 123-035 123-095 123-267
S4 122-200 122-260 123-225
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% 0-156 0.4% 26% False False 866,652
10 124-205 123-000 1-205 1.3% 0-172 0.4% 59% False False 989,021
20 124-205 122-245 1-280 1.5% 0-153 0.4% 64% False False 712,867
40 125-255 122-245 3-010 2.4% 0-160 0.4% 40% False False 857,473
60 126-250 122-245 4-005 3.2% 0-161 0.4% 30% False False 576,338
80 126-250 122-245 4-005 3.2% 0-144 0.4% 30% False False 432,336
100 126-250 122-040 4-210 3.8% 0-121 0.3% 40% False False 345,870
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 False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-139
2.618 125-206
1.618 125-051
1.000 124-275
0.618 124-216
HIGH 124-120
0.618 124-061
0.500 124-042
0.382 124-024
LOW 123-285
0.618 123-189
1.000 123-130
1.618 123-034
2.618 122-199
4.250 121-266
Fisher Pivots for day following 22-Jan-2014
Pivot 1 day 3 day
R1 124-042 124-075
PP 124-025 124-047
S1 124-008 124-018

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

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