ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 123-135 123-145 0-010 0.0% 124-190
High 123-190 123-175 -0-015 0.0% 124-230
Low 123-075 123-085 0-010 0.0% 123-050
Close 123-125 123-145 0-020 0.1% 123-145
Range 0-115 0-090 -0-025 -21.7% 1-180
ATR 0-181 0-174 -0-006 -3.6% 0-000
Volume 1,588,779 984,094 -604,685 -38.1% 6,183,971
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 124-085 124-045 123-194
R3 123-315 123-275 123-170
R2 123-225 123-225 123-162
R1 123-185 123-185 123-153 123-190
PP 123-135 123-135 123-135 123-138
S1 123-095 123-095 123-137 123-100
S2 123-045 123-045 123-128
S3 122-275 123-005 123-120
S4 122-185 122-235 123-096
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 128-148 127-167 124-100
R3 126-288 125-307 123-282
R2 125-108 125-108 123-237
R1 124-127 124-127 123-191 124-028
PP 123-248 123-248 123-248 123-199
S1 122-267 122-267 123-099 122-168
S2 122-068 122-068 123-053
S3 120-208 121-087 123-008
S4 119-028 119-227 122-190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-230 123-050 1-180 1.3% 0-184 0.5% 19% False False 1,236,794
10 125-000 123-050 1-270 1.5% 0-178 0.5% 16% False False 1,315,039
20 125-065 123-050 2-015 1.7% 0-173 0.4% 15% False False 1,297,172
40 125-065 123-030 2-035 1.7% 0-170 0.4% 17% False False 654,573
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 124-238
2.618 124-091
1.618 124-001
1.000 123-265
0.618 123-231
HIGH 123-175
0.618 123-141
0.500 123-130
0.382 123-119
LOW 123-085
0.618 123-029
1.000 122-315
1.618 122-259
2.618 122-169
4.250 122-022
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 123-140 123-280
PP 123-135 123-235
S1 123-130 123-190

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

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