ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 125-300 125-215 -0-085 -0.2% 125-275
High 126-090 126-020 -0-070 -0.2% 126-035
Low 125-210 125-115 -0-095 -0.2% 125-030
Close 125-235 125-160 -0-075 -0.2% 125-205
Range 0-200 0-225 0-025 12.5% 1-005
ATR 0-182 0-185 0-003 1.7% 0-000
Volume 1,042,209 1,468,950 426,741 40.9% 4,805,744
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 127-240 127-105 125-284
R3 127-015 126-200 125-222
R2 126-110 126-110 125-201
R1 125-295 125-295 125-181 125-250
PP 125-205 125-205 125-205 125-182
S1 125-070 125-070 125-139 125-025
S2 124-300 124-300 125-119
S3 124-075 124-165 125-098
S4 123-170 123-260 125-036
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
5 126-090 125-080 1-010 0.8% 0-182 0.5% 24% False False 1,098,417
10 126-090 125-030 1-060 0.9% 0-180 0.4% 34% False False 1,113,230
20 126-160 123-270 2-210 2.1% 0-200 0.5% 62% False False 1,309,942
40 126-160 122-245 3-235 3.0% 0-176 0.4% 73% False False 1,011,405
60 126-160 122-245 3-235 3.0% 0-173 0.4% 73% False False 1,008,296
80 126-250 122-245 4-005 3.2% 0-171 0.4% 68% False False 759,739
100 126-250 122-245 4-005 3.2% 0-155 0.4% 68% False False 607,857
120 126-250 122-040 4-210 3.7% 0-134 0.3% 72% False False 506,548
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 0-052
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 129-016
2.618 127-289
1.618 127-064
1.000 126-245
0.618 126-159
HIGH 126-020
0.618 125-254
0.500 125-228
0.382 125-201
LOW 125-115
0.618 124-296
1.000 124-210
1.618 124-071
2.618 123-166
4.250 122-119
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 125-228 125-262
PP 125-205 125-228
S1 125-182 125-194

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

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