ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 31-Mar-2014
Day Change Summary
Previous Current
28-Mar-2014 31-Mar-2014 Change Change % Previous Week
Open 123-240 123-145 -0-095 -0.2% 123-150
High 123-290 123-175 -0-115 -0.3% 123-305
Low 123-130 123-040 -0-090 -0.2% 123-025
Close 123-180 123-160 -0-020 -0.1% 123-180
Range 0-160 0-135 -0-025 -15.6% 0-280
ATR 0-165 0-164 -0-002 -1.1% 0-000
Volume 976,086 1,290,581 314,495 32.2% 5,860,079
Daily Pivots for day following 31-Mar-2014
Classic Woodie Camarilla DeMark
R4 124-210 124-160 123-234
R3 124-075 124-025 123-197
R2 123-260 123-260 123-185
R1 123-210 123-210 123-172 123-235
PP 123-125 123-125 123-125 123-138
S1 123-075 123-075 123-148 123-100
S2 122-310 122-310 123-135
S3 122-175 122-260 123-123
S4 122-040 122-125 123-086
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
5 123-305 123-040 0-265 0.7% 0-143 0.4% 45% False True 1,193,372
10 124-190 123-025 1-165 1.2% 0-164 0.4% 28% False False 1,242,230
20 125-005 123-025 1-300 1.6% 0-171 0.4% 22% False False 1,282,163
40 125-065 123-025 2-040 1.7% 0-166 0.4% 20% False False 832,734
60 125-065 121-120 3-265 3.1% 0-154 0.4% 56% False False 555,719
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 True
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-109
2.618 124-208
1.618 124-073
1.000 123-310
0.618 123-258
HIGH 123-175
0.618 123-123
0.500 123-108
0.382 123-092
LOW 123-040
0.618 122-277
1.000 122-225
1.618 122-142
2.618 122-007
4.250 121-106
Fisher Pivots for day following 31-Mar-2014
Pivot 1 day 3 day
R1 123-142 123-172
PP 123-125 123-168
S1 123-108 123-164

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

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