ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 04-Apr-2014
Day Change Summary
Previous Current
03-Apr-2014 04-Apr-2014 Change Change % Previous Week
Open 122-285 122-285 0-000 0.0% 123-145
High 123-030 123-230 0-200 0.5% 123-230
Low 122-265 122-225 -0-040 -0.1% 122-225
Close 122-310 123-215 0-225 0.6% 123-215
Range 0-085 1-005 0-240 282.4% 1-005
ATR 0-155 0-167 0-012 7.9% 0-000
Volume 1,106,944 2,049,766 942,822 85.2% 6,736,672
Daily Pivots for day following 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 126-132 126-018 124-074
R3 125-127 125-013 123-304
R2 124-122 124-122 123-275
R1 124-008 124-008 123-245 124-065
PP 123-117 123-117 123-117 123-145
S1 123-003 123-003 123-185 123-060
S2 122-112 122-112 123-155
S3 121-107 121-318 123-126
S4 120-102 120-313 123-036
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 126-132 126-018 124-074
R3 125-127 125-013 123-304
R2 124-122 124-122 123-275
R1 124-008 124-008 123-245 124-065
PP 123-117 123-117 123-117 123-145
S1 123-003 123-003 123-185 123-060
S2 122-112 122-112 123-155
S3 121-107 121-318 123-126
S4 120-102 120-313 123-036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-230 122-225 1-005 0.8% 0-163 0.4% 95% True True 1,347,334
10 123-305 122-225 1-080 1.0% 0-154 0.4% 78% False True 1,259,675
20 125-000 122-225 2-095 1.9% 0-166 0.4% 42% False True 1,287,357
40 125-065 122-225 2-160 2.0% 0-167 0.4% 39% False True 968,217
60 125-065 121-120 3-265 3.1% 0-162 0.4% 60% False False 646,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 128-011
2.618 126-121
1.618 125-116
1.000 124-235
0.618 124-111
HIGH 123-230
0.618 123-106
0.500 123-068
0.382 123-029
LOW 122-225
0.618 122-024
1.000 121-220
1.618 121-019
2.618 120-014
4.250 118-124
Fisher Pivots for day following 04-Apr-2014
Pivot 1 day 3 day
R1 123-166 123-166
PP 123-117 123-117
S1 123-068 123-068

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

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