ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 22-Apr-2014
Day Change Summary
Previous Current
21-Apr-2014 22-Apr-2014 Change Change % Previous Week
Open 123-230 123-240 0-010 0.0% 124-265
High 123-305 123-285 -0-020 -0.1% 125-025
Low 123-185 123-160 -0-025 -0.1% 123-200
Close 123-235 123-200 -0-035 -0.1% 123-240
Range 0-120 0-125 0-005 4.2% 1-145
ATR 0-170 0-167 -0-003 -1.9% 0-000
Volume 433,570 928,263 494,693 114.1% 4,537,705
Daily Pivots for day following 22-Apr-2014
Classic Woodie Camarilla DeMark
R4 124-270 124-200 123-269
R3 124-145 124-075 123-234
R2 124-020 124-020 123-223
R1 123-270 123-270 123-211 123-242
PP 123-215 123-215 123-215 123-201
S1 123-145 123-145 123-189 123-118
S2 123-090 123-090 123-177
S3 122-285 123-020 123-166
S4 122-160 122-215 123-131
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 128-163 127-187 124-176
R3 127-018 126-042 124-048
R2 125-193 125-193 124-005
R1 124-217 124-217 123-283 124-132
PP 124-048 124-048 124-048 124-006
S1 123-072 123-072 123-197 122-308
S2 122-223 122-223 123-155
S3 121-078 121-247 123-112
S4 119-253 120-102 122-304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-280 123-160 1-120 1.1% 0-163 0.4% 9% False True 988,154
10 125-025 123-160 1-185 1.3% 0-171 0.4% 8% False True 1,135,523
20 125-025 122-225 2-120 1.9% 0-161 0.4% 39% False False 1,194,565
40 125-065 122-225 2-160 2.0% 0-168 0.4% 37% False False 1,263,863
60 125-065 122-225 2-160 2.0% 0-166 0.4% 37% False False 854,288
80 125-065 121-120 3-265 3.1% 0-148 0.4% 59% False False 640,845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-176
2.618 124-292
1.618 124-167
1.000 124-090
0.618 124-042
HIGH 123-285
0.618 123-237
0.500 123-222
0.382 123-208
LOW 123-160
0.618 123-083
1.000 123-035
1.618 122-278
2.618 122-153
4.250 121-269
Fisher Pivots for day following 22-Apr-2014
Pivot 1 day 3 day
R1 123-222 124-008
PP 123-215 123-285
S1 123-208 123-242

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

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