ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 01-Apr-2014
Day Change Summary
Previous Current
31-Mar-2014 01-Apr-2014 Change Change % Previous Week
Open 123-145 123-170 0-025 0.1% 123-150
High 123-175 123-175 0-000 0.0% 123-305
Low 123-040 123-090 0-050 0.1% 123-025
Close 123-160 123-115 -0-045 -0.1% 123-180
Range 0-135 0-085 -0-050 -37.0% 0-280
ATR 0-164 0-158 -0-006 -3.4% 0-000
Volume 1,290,581 969,829 -320,752 -24.9% 5,860,079
Daily Pivots for day following 01-Apr-2014
Classic Woodie Camarilla DeMark
R4 124-062 124-013 123-162
R3 123-297 123-248 123-138
R2 123-212 123-212 123-131
R1 123-163 123-163 123-123 123-145
PP 123-127 123-127 123-127 123-118
S1 123-078 123-078 123-107 123-060
S2 123-042 123-042 123-099
S3 122-277 122-313 123-092
S4 122-192 122-228 123-068
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% 0-141 0.4% 28% False False 1,177,212
10 124-190 123-025 1-165 1.2% 0-161 0.4% 19% False False 1,240,393
20 125-000 123-025 1-295 1.6% 0-163 0.4% 15% False False 1,265,768
40 125-065 123-025 2-040 1.7% 0-162 0.4% 13% False False 856,892
60 125-065 121-120 3-265 3.1% 0-155 0.4% 52% False False 571,883
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-033
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 124-216
2.618 124-078
1.618 123-313
1.000 123-260
0.618 123-228
HIGH 123-175
0.618 123-143
0.500 123-132
0.382 123-122
LOW 123-090
0.618 123-037
1.000 123-005
1.618 122-272
2.618 122-187
4.250 122-049
Fisher Pivots for day following 01-Apr-2014
Pivot 1 day 3 day
R1 123-132 123-165
PP 123-127 123-148
S1 123-121 123-132

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

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