ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 124-105 124-160 0-055 0.1% 123-190
High 124-190 124-190 0-000 0.0% 125-000
Low 124-080 123-050 -1-030 -0.9% 123-135
Close 124-150 123-150 -1-000 -0.8% 124-210
Range 0-110 1-140 1-030 318.2% 1-185
ATR 0-165 0-186 0-021 12.8% 0-000
Volume 988,195 1,710,572 722,377 73.1% 6,966,423
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 128-017 127-063 124-083
R3 126-197 125-243 123-276
R2 125-057 125-057 123-234
R1 124-103 124-103 123-192 124-010
PP 123-237 123-237 123-237 123-190
S1 122-283 122-283 123-108 122-190
S2 122-097 122-097 123-066
S3 120-277 121-143 123-024
S4 119-137 120-003 122-217
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
5 125-000 123-050 1-270 1.5% 0-238 0.6% 17% False True 1,473,315
10 125-000 123-050 1-270 1.5% 0-198 0.5% 17% False True 1,335,467
20 125-065 123-050 2-015 1.7% 0-180 0.5% 15% False True 1,171,760
40 125-065 122-110 2-275 2.3% 0-175 0.4% 39% False False 590,278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 130-225
2.618 128-114
1.618 126-294
1.000 126-010
0.618 125-154
HIGH 124-190
0.618 124-014
0.500 123-280
0.382 123-226
LOW 123-050
0.618 122-086
1.000 121-230
1.618 120-266
2.618 119-126
4.250 117-015
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 123-280 123-300
PP 123-237 123-250
S1 123-193 123-200

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

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