ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 124-315 124-270 -0-045 -0.1% 124-145
High 125-040 125-235 0-195 0.5% 125-160
Low 124-210 124-230 0-020 0.1% 123-270
Close 125-025 125-200 0-175 0.4% 125-020
Range 0-150 1-005 0-175 116.7% 1-210
ATR 0-178 0-188 0-011 5.9% 0-000
Volume 1,198,504 1,982,503 783,999 65.4% 5,287,247
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 128-130 128-010 126-059
R3 127-125 127-005 125-289
R2 126-120 126-120 125-260
R1 126-000 126-000 125-230 126-060
PP 125-115 125-115 125-115 125-145
S1 124-315 124-315 125-170 125-055
S2 124-110 124-110 125-140
S3 123-105 123-310 125-111
S4 122-100 122-305 125-021
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
5 125-235 123-270 1-285 1.5% 0-247 0.6% 94% True False 1,593,460
10 125-235 123-240 1-315 1.6% 0-202 0.5% 94% True False 1,230,056
20 125-235 122-245 2-310 2.4% 0-184 0.5% 96% True False 1,037,647
40 125-235 122-245 2-310 2.4% 0-174 0.4% 96% True False 938,734
60 126-120 122-245 3-195 2.9% 0-173 0.4% 79% False False 708,889
80 126-250 122-245 4-005 3.2% 0-156 0.4% 71% False False 531,927
100 126-250 122-040 4-210 3.7% 0-133 0.3% 75% False False 425,543
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130-016
2.618 128-126
1.618 127-121
1.000 126-240
0.618 126-116
HIGH 125-235
0.618 125-111
0.500 125-072
0.382 125-034
LOW 124-230
0.618 124-029
1.000 123-225
1.618 123-024
2.618 122-019
4.250 120-129
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 125-158 125-154
PP 125-115 125-108
S1 125-072 125-062

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

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