ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 125-210 125-300 0-090 0.2% 125-275
High 126-020 126-090 0-070 0.2% 126-035
Low 125-165 125-210 0-045 0.1% 125-030
Close 125-305 125-235 -0-070 -0.2% 125-205
Range 0-175 0-200 0-025 14.3% 1-005
ATR 0-181 0-182 0-001 0.7% 0-000
Volume 956,454 1,042,209 85,755 9.0% 4,805,744
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 127-245 127-120 126-025
R3 127-045 126-240 125-290
R2 126-165 126-165 125-272
R1 126-040 126-040 125-253 126-002
PP 125-285 125-285 125-285 125-266
S1 125-160 125-160 125-217 125-122
S2 125-085 125-085 125-198
S3 124-205 124-280 125-180
S4 124-005 124-080 125-125
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 128-212 128-053 126-064
R3 127-207 127-048 125-294
R2 126-202 126-202 125-265
R1 126-043 126-043 125-235 125-280
PP 125-197 125-197 125-197 125-155
S1 125-038 125-038 125-175 124-275
S2 124-192 124-192 125-145
S3 123-187 124-033 125-116
S4 122-182 123-028 125-026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-090 125-030 1-060 0.9% 0-170 0.4% 54% True False 1,015,909
10 126-150 125-030 1-120 1.1% 0-180 0.4% 47% False False 1,113,359
20 126-160 123-270 2-210 2.1% 0-196 0.5% 71% False False 1,279,952
40 126-160 122-245 3-235 3.0% 0-176 0.4% 79% False False 996,486
60 126-160 122-245 3-235 3.0% 0-172 0.4% 79% False False 985,100
80 126-250 122-245 4-005 3.2% 0-169 0.4% 74% False False 741,392
100 126-250 122-245 4-005 3.2% 0-153 0.4% 74% False False 593,168
120 126-250 122-040 4-210 3.7% 0-132 0.3% 78% False False 494,307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 128-300
2.618 127-294
1.618 127-094
1.000 126-290
0.618 126-214
HIGH 126-090
0.618 126-014
0.500 125-310
0.382 125-286
LOW 125-210
0.618 125-086
1.000 125-010
1.618 124-206
2.618 124-006
4.250 123-000
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 125-310 125-288
PP 125-285 125-270
S1 125-260 125-252

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

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