ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 124-190 124-105 -0-085 -0.2% 123-190
High 124-230 124-190 -0-040 -0.1% 125-000
Low 124-085 124-080 -0-005 0.0% 123-135
Close 124-090 124-150 0-060 0.2% 124-210
Range 0-145 0-110 -0-035 -24.1% 1-185
ATR 0-169 0-165 -0-004 -2.5% 0-000
Volume 912,331 988,195 75,864 8.3% 6,966,423
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 125-150 125-100 124-210
R3 125-040 124-310 124-180
R2 124-250 124-250 124-170
R1 124-200 124-200 124-160 124-225
PP 124-140 124-140 124-140 124-152
S1 124-090 124-090 124-140 124-115
S2 124-030 124-030 124-130
S3 123-240 123-300 124-120
S4 123-130 123-190 124-090
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
5 125-000 123-220 1-100 1.1% 0-180 0.5% 60% False False 1,387,682
10 125-000 123-105 1-215 1.3% 0-164 0.4% 68% False False 1,291,143
20 125-065 123-105 1-280 1.5% 0-166 0.4% 61% False False 1,088,055
40 125-065 122-110 2-275 2.3% 0-166 0.4% 74% False False 547,525
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-040
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-018
2.618 125-158
1.618 125-048
1.000 124-300
0.618 124-258
HIGH 124-190
0.618 124-148
0.500 124-135
0.382 124-122
LOW 124-080
0.618 124-012
1.000 123-290
1.618 123-222
2.618 123-112
4.250 122-252
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 124-145 124-200
PP 124-140 124-183
S1 124-135 124-167

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

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