ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 124-230 125-065 0-155 0.4% 124-145
High 125-160 125-095 -0-065 -0.2% 125-160
Low 124-215 124-260 0-045 0.1% 123-270
Close 125-020 124-260 -0-080 -0.2% 125-020
Range 0-265 0-155 -0-110 -41.5% 1-210
ATR 0-182 0-180 -0-002 -1.1% 0-000
Volume 1,875,923 1,257,348 -618,575 -33.0% 5,287,247
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 126-137 126-033 125-025
R3 125-302 125-198 124-303
R2 125-147 125-147 124-288
R1 125-043 125-043 124-274 125-018
PP 124-312 124-312 124-312 124-299
S1 124-208 124-208 124-246 124-182
S2 124-157 124-157 124-232
S3 124-002 124-053 124-217
S4 123-167 123-218 124-175
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% 0-220 0.6% 58% False False 1,308,919
10 125-160 123-240 1-240 1.4% 0-182 0.5% 61% False False 1,072,088
20 125-160 122-245 2-235 2.2% 0-174 0.4% 75% False False 915,529
40 125-230 122-245 2-305 2.4% 0-169 0.4% 69% False False 904,423
60 126-250 122-245 4-005 3.2% 0-171 0.4% 51% False False 656,029
80 126-250 122-245 4-005 3.2% 0-152 0.4% 51% False False 492,165
100 126-250 122-040 4-210 3.7% 0-129 0.3% 58% False False 393,733
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-114
2.618 126-181
1.618 126-026
1.000 125-250
0.618 125-191
HIGH 125-095
0.618 125-036
0.500 125-018
0.382 124-319
LOW 124-260
0.618 124-164
1.000 124-105
1.618 124-009
2.618 123-174
4.250 122-241
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 125-018 124-245
PP 124-312 124-230
S1 124-286 124-215

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

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