ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 125-220 125-050 -0-170 -0.4% 126-235
High 125-240 125-110 -0-130 -0.3% 126-240
Low 124-300 125-015 0-035 0.1% 124-300
Close 125-045 125-080 0-035 0.1% 125-045
Range 0-260 0-095 -0-165 -63.5% 1-260
ATR 0-178 0-172 -0-006 -3.3% 0-000
Volume 31,879 14,376 -17,503 -54.9% 394,299
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 126-033 125-312 125-132
R3 125-258 125-217 125-106
R2 125-163 125-163 125-097
R1 125-122 125-122 125-089 125-142
PP 125-068 125-068 125-068 125-079
S1 125-027 125-027 125-071 125-048
S2 124-293 124-293 125-063
S3 124-198 124-252 125-054
S4 124-103 124-157 125-028
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 131-015 129-290 126-044
R3 129-075 128-030 125-204
R2 127-135 127-135 125-151
R1 126-090 126-090 125-098 125-302
PP 125-195 125-195 125-195 125-141
S1 124-150 124-150 124-312 124-042
S2 123-255 123-255 124-259
S3 121-315 122-210 124-206
S4 120-055 120-270 124-046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-185 124-300 1-205 1.3% 0-172 0.4% 19% False False 43,214
10 126-240 124-300 1-260 1.4% 0-162 0.4% 17% False False 629,417
20 126-240 124-300 1-260 1.4% 0-160 0.4% 17% False False 837,208
40 126-240 123-085 3-155 2.8% 0-182 0.5% 57% False False 1,057,187
60 126-240 122-245 3-315 3.2% 0-172 0.4% 62% False False 937,423
80 126-240 122-245 3-315 3.2% 0-170 0.4% 62% False False 864,890
100 126-250 122-245 4-005 3.2% 0-166 0.4% 62% False False 692,557
120 126-250 122-245 4-005 3.2% 0-146 0.4% 62% False False 577,138
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 0-024
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 126-194
2.618 126-039
1.618 125-264
1.000 125-205
0.618 125-169
HIGH 125-110
0.618 125-074
0.500 125-062
0.382 125-051
LOW 125-015
0.618 124-276
1.000 124-240
1.618 124-181
2.618 124-086
4.250 123-251
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 125-074 125-140
PP 125-068 125-120
S1 125-062 125-100

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

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