ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 123-260 123-240 -0-020 -0.1% 123-150
High 123-305 123-290 -0-015 0.0% 123-305
Low 123-185 123-130 -0-055 -0.1% 123-025
Close 123-275 123-180 -0-095 -0.2% 123-180
Range 0-120 0-160 0-040 33.3% 0-280
ATR 0-166 0-165 0-000 -0.3% 0-000
Volume 1,434,929 976,086 -458,843 -32.0% 5,860,079
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 125-040 124-270 123-268
R3 124-200 124-110 123-224
R2 124-040 124-040 123-209
R1 123-270 123-270 123-195 123-235
PP 123-200 123-200 123-200 123-182
S1 123-110 123-110 123-165 123-075
S2 123-040 123-040 123-151
S3 122-200 122-270 123-136
S4 122-040 122-110 123-092
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 126-050 125-235 124-014
R3 125-090 124-275 123-257
R2 124-130 124-130 123-231
R1 123-315 123-315 123-206 124-062
PP 123-170 123-170 123-170 123-204
S1 123-035 123-035 123-154 123-102
S2 122-210 122-210 123-129
S3 121-250 122-075 123-103
S4 120-290 121-115 123-026
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% 0-145 0.4% 55% False False 1,172,015
10 124-230 123-025 1-205 1.3% 0-164 0.4% 30% False False 1,204,405
20 125-065 123-025 2-040 1.7% 0-173 0.4% 23% False False 1,294,513
40 125-065 123-025 2-040 1.7% 0-166 0.4% 23% False False 800,587
60 125-065 121-120 3-265 3.1% 0-152 0.4% 57% False False 534,210
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-010
2.618 125-069
1.618 124-229
1.000 124-130
0.618 124-069
HIGH 123-290
0.618 123-229
0.500 123-210
0.382 123-191
LOW 123-130
0.618 123-031
1.000 122-290
1.618 122-191
2.618 122-031
4.250 121-090
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 123-210 123-198
PP 123-200 123-192
S1 123-190 123-186

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

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