ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 123-170 123-130 -0-040 -0.1% 123-150
High 123-175 123-135 -0-040 -0.1% 123-305
Low 123-090 122-270 -0-140 -0.4% 123-025
Close 123-115 122-295 -0-140 -0.4% 123-180
Range 0-085 0-185 0-100 117.6% 0-280
ATR 0-158 0-160 0-002 1.2% 0-000
Volume 969,829 1,319,552 349,723 36.1% 5,860,079
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 124-255 124-140 123-077
R3 124-070 123-275 123-026
R2 123-205 123-205 123-009
R1 123-090 123-090 122-312 123-055
PP 123-020 123-020 123-020 123-002
S1 122-225 122-225 122-278 122-190
S2 122-155 122-155 122-261
S3 121-290 122-040 122-244
S4 121-105 121-175 122-193
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
5 123-305 122-270 1-035 0.9% 0-137 0.3% 7% False True 1,198,195
10 123-305 122-270 1-035 0.9% 0-134 0.3% 7% False True 1,201,291
20 125-000 122-270 2-050 1.8% 0-166 0.4% 4% False True 1,268,379
40 125-065 122-270 2-115 1.9% 0-164 0.4% 3% False True 889,732
60 125-065 121-120 3-265 3.1% 0-158 0.4% 40% False False 593,875
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 0-030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-281
2.618 124-299
1.618 124-114
1.000 124-000
0.618 123-249
HIGH 123-135
0.618 123-064
0.500 123-042
0.382 123-021
LOW 122-270
0.618 122-156
1.000 122-085
1.618 121-291
2.618 121-106
4.250 120-124
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 123-042 123-062
PP 123-020 123-033
S1 122-318 123-004

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

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