ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 123-290 124-230 0-260 0.7% 124-145
High 124-290 125-160 0-190 0.5% 125-160
Low 123-270 124-215 0-265 0.7% 123-270
Close 124-250 125-020 0-090 0.2% 125-020
Range 1-020 0-265 -0-075 -22.1% 1-210
ATR 0-176 0-182 0-006 3.6% 0-000
Volume 1,653,026 1,875,923 222,897 13.5% 5,287,247
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 127-180 127-045 125-166
R3 126-235 126-100 125-093
R2 125-290 125-290 125-069
R1 125-155 125-155 125-044 125-222
PP 125-025 125-025 125-025 125-059
S1 124-210 124-210 124-316 124-278
S2 124-080 124-080 124-291
S3 123-135 123-265 124-267
S4 122-190 123-000 124-194
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 129-247 129-023 125-312
R3 128-037 127-133 125-166
R2 126-147 126-147 125-117
R1 125-243 125-243 125-069 126-035
PP 124-257 124-257 124-257 124-312
S1 124-033 124-033 124-291 124-145
S2 123-047 123-047 124-243
S3 121-157 122-143 124-194
S4 119-267 120-253 124-048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-160 123-270 1-210 1.3% 0-211 0.5% 74% True False 1,198,246
10 125-160 123-085 2-075 1.8% 0-202 0.5% 80% True False 1,114,678
20 125-160 122-245 2-235 2.2% 0-169 0.4% 84% True False 859,314
40 125-255 122-245 3-010 2.4% 0-168 0.4% 76% False False 911,029
60 126-250 122-245 4-005 3.2% 0-170 0.4% 57% False False 635,125
80 126-250 122-245 4-005 3.2% 0-150 0.4% 57% False False 476,448
100 126-250 122-040 4-210 3.7% 0-127 0.3% 63% False False 381,159
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
4.250 129-006
2.618 127-214
1.618 126-269
1.000 126-105
0.618 126-004
HIGH 125-160
0.618 125-059
0.500 125-028
0.382 124-316
LOW 124-215
0.618 124-051
1.000 123-270
1.618 123-106
2.618 122-161
4.250 121-049
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 125-028 124-298
PP 125-025 124-257
S1 125-022 124-215

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

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