ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 03-Apr-2014
Day Change Summary
Previous Current
02-Apr-2014 03-Apr-2014 Change Change % Previous Week
Open 123-130 122-285 -0-165 -0.4% 123-150
High 123-135 123-030 -0-105 -0.3% 123-305
Low 122-270 122-265 -0-005 0.0% 123-025
Close 122-295 122-310 0-015 0.0% 123-180
Range 0-185 0-085 -0-100 -54.1% 0-280
ATR 0-160 0-155 -0-005 -3.3% 0-000
Volume 1,319,552 1,106,944 -212,608 -16.1% 5,860,079
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 123-243 123-202 123-037
R3 123-158 123-117 123-013
R2 123-073 123-073 123-006
R1 123-032 123-032 122-318 123-052
PP 122-308 122-308 122-308 122-319
S1 122-267 122-267 122-302 122-288
S2 122-223 122-223 122-294
S3 122-138 122-182 122-287
S4 122-053 122-097 122-263
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
5 123-290 122-265 1-025 0.9% 0-130 0.3% 13% False True 1,132,598
10 123-305 122-265 1-040 0.9% 0-130 0.3% 13% False True 1,153,107
20 125-000 122-265 2-055 1.8% 0-163 0.4% 6% False True 1,269,639
40 125-065 122-265 2-120 1.9% 0-161 0.4% 6% False True 917,171
60 125-065 121-120 3-265 3.1% 0-158 0.4% 42% False False 612,324
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-071
2.618 123-253
1.618 123-168
1.000 123-115
0.618 123-083
HIGH 123-030
0.618 122-318
0.500 122-308
0.382 122-297
LOW 122-265
0.618 122-212
1.000 122-180
1.618 122-127
2.618 122-042
4.250 121-224
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 122-309 123-060
PP 122-308 123-037
S1 122-308 123-013

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

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