ECBOT 10 Year T-Note Future June 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 124-005 124-195 0-190 0.5% 123-190
High 124-235 125-000 0-085 0.2% 125-000
Low 123-250 124-150 0-220 0.6% 123-135
Close 124-200 124-210 0-010 0.0% 124-210
Range 0-305 0-170 -0-135 -44.3% 1-185
ATR 0-171 0-171 0-000 0.0% 0-000
Volume 2,029,979 1,725,502 -304,477 -15.0% 6,966,423
Daily Pivots for day following 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 126-097 126-003 124-304
R3 125-247 125-153 124-257
R2 125-077 125-077 124-241
R1 124-303 124-303 124-226 125-030
PP 124-227 124-227 124-227 124-250
S1 124-133 124-133 124-194 124-180
S2 124-057 124-057 124-179
S3 123-207 123-283 124-163
S4 123-037 123-113 124-116
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 129-030 128-145 125-168
R3 127-165 126-280 125-029
R2 125-300 125-300 124-303
R1 125-095 125-095 124-256 125-198
PP 124-115 124-115 124-115 124-166
S1 123-230 123-230 124-164 124-012
S2 122-250 122-250 124-117
S3 121-065 122-045 124-071
S4 119-200 120-180 123-252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-000 123-135 1-185 1.3% 0-172 0.4% 78% True False 1,393,284
10 125-065 123-105 1-280 1.5% 0-182 0.5% 71% False False 1,384,622
20 125-065 123-105 1-280 1.5% 0-168 0.4% 71% False False 994,952
40 125-065 122-090 2-295 2.3% 0-164 0.4% 81% False False 500,082
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-082
2.618 126-125
1.618 125-275
1.000 125-170
0.618 125-105
HIGH 125-000
0.618 124-255
0.500 124-235
0.382 124-215
LOW 124-150
0.618 124-045
1.000 123-300
1.618 123-195
2.618 123-025
4.250 122-068
Fisher Pivots for day following 14-Mar-2014
Pivot 1 day 3 day
R1 124-235 124-177
PP 124-227 124-143
S1 124-218 124-110

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

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