ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 30-Jan-2014

Day Change Summary
	Previous	Current
	29-Jan-2014	30-Jan-2014	Change	Change %	Previous Week
Open	124-270	125-180	0-230	0.6%	124-145
High	125-235	125-205	-0-030	-0.1%	125-160
Low	124-230	125-060	0-150	0.4%	123-270
Close	125-200	125-145	-0-055	-0.1%	125-020
Range	1-005	0-145	-0-180	-55.4%	1-210
ATR	0-188	0-185	-0-003	-1.6%	0-000
Volume	1,982,503	1,392,073	-590,430	-29.8%	5,287,247

Daily Pivots for day following 30-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-252	126-183	125-225
R3	126-107	126-038	125-185
R2	125-282	125-282	125-172
R1	125-213	125-213	125-158	125-175
PP	125-137	125-137	125-137	125-118
S1	125-068	125-068	125-132	125-030
S2	124-312	124-312	125-118
S3	124-167	124-243	125-105
S4	124-022	124-098	125-065

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	124-210	1-025	0.9%	0-208	0.5%	74%	False	False	1,541,270
10	125-235	123-270	1-285	1.5%	0-200	0.5%	85%	False	False	1,266,426
20	125-235	122-250	2-305	2.4%	0-183	0.5%	90%	False	False	1,089,678
40	125-235	122-245	2-310	2.4%	0-173	0.4%	91%	False	False	944,282
60	126-120	122-245	3-195	2.9%	0-172	0.4%	74%	False	False	731,955
80	126-250	122-245	4-005	3.2%	0-156	0.4%	67%	False	False	549,328
100	126-250	122-040	4-210	3.7%	0-135	0.3%	71%	False	False	439,463

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	127-181
2.618	126-265
1.618	126-120
1.000	126-030
0.618	125-295
HIGH	125-205
0.618	125-150
0.500	125-132
0.382	125-115
LOW	125-060
0.618	124-290
1.000	124-235
1.618	124-145
2.618	124-000
4.250	123-084

Fisher Pivots for day following 30-Jan-2014
Pivot	1 day	3 day
R1	125-141	125-118
PP	125-137	125-090
S1	125-132	125-062

Download as Excel Spreadsheet

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

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