ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 123-135 123-110 -0-025 -0.1% 124-190
High 123-180 123-295 0-115 0.3% 124-230
Low 123-085 123-090 0-005 0.0% 123-050
Close 123-150 123-255 0-105 0.3% 123-145
Range 0-095 0-205 0-110 115.8% 1-180
ATR 0-167 0-169 0-003 1.6% 0-000
Volume 1,050,629 1,214,639 164,010 15.6% 6,183,971
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 125-188 125-107 124-048
R3 124-303 124-222 123-311
R2 124-098 124-098 123-293
R1 124-017 124-017 123-274 124-058
PP 123-213 123-213 123-213 123-234
S1 123-132 123-132 123-236 123-172
S2 123-008 123-008 123-217
S3 122-123 122-247 123-199
S4 121-238 122-042 123-142
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
5 123-295 123-025 0-270 0.7% 0-130 0.3% 85% True False 1,204,387
10 125-000 123-025 1-295 1.6% 0-184 0.5% 37% False False 1,338,851
20 125-065 123-025 2-040 1.7% 0-175 0.4% 34% False False 1,300,041
40 125-065 123-025 2-040 1.7% 0-170 0.4% 34% False False 740,628
60 125-065 121-120 3-265 3.1% 0-148 0.4% 63% False False 494,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 126-206
2.618 125-192
1.618 124-307
1.000 124-180
0.618 124-102
HIGH 123-295
0.618 123-217
0.500 123-192
0.382 123-168
LOW 123-090
0.618 122-283
1.000 122-205
1.618 122-078
2.618 121-193
4.250 120-179
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 123-234 123-223
PP 123-213 123-192
S1 123-192 123-160

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

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