ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 24-Mar-2014
Day Change Summary
Previous Current
21-Mar-2014 24-Mar-2014 Change Change % Previous Week
Open 123-145 123-150 0-005 0.0% 124-190
High 123-175 123-170 -0-005 0.0% 124-230
Low 123-085 123-025 -0-060 -0.2% 123-050
Close 123-145 123-135 -0-010 0.0% 123-145
Range 0-090 0-145 0-055 61.1% 1-180
ATR 0-174 0-172 -0-002 -1.2% 0-000
Volume 984,094 1,183,796 199,702 20.3% 6,183,971
Daily Pivots for day following 24-Mar-2014
Classic Woodie Camarilla DeMark
R4 124-225 124-165 123-215
R3 124-080 124-020 123-175
R2 123-255 123-255 123-162
R1 123-195 123-195 123-148 123-152
PP 123-110 123-110 123-110 123-089
S1 123-050 123-050 123-122 123-008
S2 122-285 122-285 123-108
S3 122-140 122-225 123-095
S4 121-315 122-080 123-055
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
5 124-190 123-025 1-165 1.2% 0-184 0.5% 23% False True 1,291,087
10 125-000 123-025 1-295 1.6% 0-182 0.5% 18% False True 1,344,583
20 125-065 123-025 2-040 1.7% 0-174 0.4% 16% False True 1,333,160
40 125-065 123-025 2-040 1.7% 0-168 0.4% 16% False True 684,149
60 125-065 121-120 3-265 3.1% 0-143 0.4% 53% False False 456,272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-146
2.618 124-230
1.618 124-085
1.000 123-315
0.618 123-260
HIGH 123-170
0.618 123-115
0.500 123-098
0.382 123-080
LOW 123-025
0.618 122-255
1.000 122-200
1.618 122-110
2.618 121-285
4.250 121-049
Fisher Pivots for day following 24-Mar-2014
Pivot 1 day 3 day
R1 123-122 123-126
PP 123-110 123-117
S1 123-098 123-108

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

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