ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 28-Jan-2014
Day Change Summary
Previous Current
27-Jan-2014 28-Jan-2014 Change Change % Previous Week
Open 125-065 124-315 -0-070 -0.2% 124-145
High 125-095 125-040 -0-055 -0.1% 125-160
Low 124-260 124-210 -0-050 -0.1% 123-270
Close 124-260 125-025 0-085 0.2% 125-020
Range 0-155 0-150 -0-005 -3.2% 1-210
ATR 0-180 0-178 -0-002 -1.2% 0-000
Volume 1,257,348 1,198,504 -58,844 -4.7% 5,287,247
Daily Pivots for day following 28-Jan-2014
Classic Woodie Camarilla DeMark
R4 126-115 126-060 125-108
R3 125-285 125-230 125-066
R2 125-135 125-135 125-052
R1 125-080 125-080 125-039 125-108
PP 124-305 124-305 124-305 124-319
S1 124-250 124-250 125-011 124-278
S2 124-155 124-155 124-318
S3 124-005 124-100 124-304
S4 123-175 123-270 124-262
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% 0-213 0.5% 75% False False 1,370,791
10 125-160 123-240 1-240 1.4% 0-184 0.5% 76% False False 1,115,691
20 125-160 122-245 2-235 2.2% 0-175 0.4% 85% False False 956,453
40 125-160 122-245 2-235 2.2% 0-168 0.4% 85% False False 904,801
60 126-150 122-245 3-225 3.0% 0-171 0.4% 62% False False 675,944
80 126-250 122-245 4-005 3.2% 0-152 0.4% 58% False False 507,146
100 126-250 122-040 4-210 3.7% 0-130 0.3% 63% False False 405,718
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-028
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127-038
2.618 126-113
1.618 125-283
1.000 125-190
0.618 125-133
HIGH 125-040
0.618 124-303
0.500 124-285
0.382 124-267
LOW 124-210
0.618 124-117
1.000 124-060
1.618 123-287
2.618 123-137
4.250 122-212
Fisher Pivots for day following 28-Jan-2014
Pivot 1 day 3 day
R1 125-005 125-025
PP 124-305 125-025
S1 124-285 125-025

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

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