ECBOT 10 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 14-Mar-2014
Day Change Summary
Previous Current
13-Mar-2014 14-Mar-2014 Change Change % Previous Week
Open 125-190 126-090 0-220 0.5% 125-050
High 126-100 126-185 0-085 0.2% 126-185
Low 125-130 126-030 0-220 0.5% 125-015
Close 126-070 126-085 0-015 0.0% 126-085
Range 0-290 0-155 -0-135 -46.6% 1-170
ATR 0-175 0-174 -0-001 -0.8% 0-000
Volume 12,241 12,562 321 2.6% 56,430
Daily Pivots for day following 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 127-245 127-160 126-170
R3 127-090 127-005 126-128
R2 126-255 126-255 126-113
R1 126-170 126-170 126-099 126-135
PP 126-100 126-100 126-100 126-082
S1 126-015 126-015 126-071 125-300
S2 125-265 125-265 126-057
S3 125-110 125-180 126-042
S4 124-275 125-025 126-000
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 130-178 129-302 127-034
R3 129-008 128-132 126-220
R2 127-158 127-158 126-175
R1 126-282 126-282 126-130 127-060
PP 125-308 125-308 125-308 126-038
S1 125-112 125-112 126-040 125-210
S2 124-138 124-138 125-315
S3 122-288 123-262 125-270
S4 121-118 122-092 125-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-185 125-015 1-170 1.2% 0-160 0.4% 80% True False 11,286
10 126-240 124-300 1-260 1.4% 0-172 0.4% 73% False False 45,072
20 126-240 124-300 1-260 1.4% 0-165 0.4% 73% False False 641,434
40 126-240 123-270 2-290 2.3% 0-180 0.4% 83% False False 950,415
60 126-240 122-245 3-315 3.2% 0-176 0.4% 88% False False 884,817
80 126-240 122-245 3-315 3.2% 0-171 0.4% 88% False False 864,768
100 126-250 122-245 4-005 3.2% 0-167 0.4% 87% False False 692,960
120 126-250 122-245 4-005 3.2% 0-151 0.4% 87% False False 577,488
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-204
2.618 127-271
1.618 127-116
1.000 127-020
0.618 126-281
HIGH 126-185
0.618 126-126
0.500 126-108
0.382 126-089
LOW 126-030
0.618 125-254
1.000 125-195
1.618 125-099
2.618 124-264
4.250 124-011
Fisher Pivots for day following 14-Mar-2014
Pivot 1 day 3 day
R1 126-108 126-050
PP 126-100 126-015
S1 126-092 125-300

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

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