ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 123-110 123-260 0-150 0.4% 124-190
High 123-295 123-305 0-010 0.0% 124-230
Low 123-090 123-185 0-095 0.2% 123-050
Close 123-255 123-275 0-020 0.1% 123-145
Range 0-205 0-120 -0-085 -41.5% 1-180
ATR 0-169 0-166 -0-004 -2.1% 0-000
Volume 1,214,639 1,434,929 220,290 18.1% 6,183,971
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 124-295 124-245 124-021
R3 124-175 124-125 123-308
R2 124-055 124-055 123-297
R1 124-005 124-005 123-286 124-030
PP 123-255 123-255 123-255 123-268
S1 123-205 123-205 123-264 123-230
S2 123-135 123-135 123-253
S3 123-015 123-085 123-242
S4 122-215 122-285 123-209
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
5 123-305 123-025 0-280 0.7% 0-131 0.3% 89% True False 1,173,617
10 125-000 123-025 1-295 1.6% 0-166 0.4% 41% False False 1,279,346
20 125-065 123-025 2-040 1.7% 0-176 0.4% 37% False False 1,319,874
40 125-065 123-025 2-040 1.7% 0-164 0.4% 37% False False 776,339
60 125-065 121-120 3-265 3.1% 0-150 0.4% 65% False False 517,942
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-175
2.618 124-299
1.618 124-179
1.000 124-105
0.618 124-059
HIGH 123-305
0.618 123-259
0.500 123-245
0.382 123-231
LOW 123-185
0.618 123-111
1.000 123-065
1.618 122-311
2.618 122-191
4.250 121-315
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 123-265 123-248
PP 123-255 123-222
S1 123-245 123-195

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

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