ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 23-Apr-2014
Day Change Summary
Previous Current
22-Apr-2014 23-Apr-2014 Change Change % Previous Week
Open 123-240 123-240 0-000 0.0% 124-265
High 123-285 124-030 0-065 0.2% 125-025
Low 123-160 123-210 0-050 0.1% 123-200
Close 123-200 123-305 0-105 0.3% 123-240
Range 0-125 0-140 0-015 12.0% 1-145
ATR 0-167 0-165 -0-001 -0.7% 0-000
Volume 928,263 1,022,979 94,716 10.2% 4,537,705
Daily Pivots for day following 23-Apr-2014
Classic Woodie Camarilla DeMark
R4 125-068 125-007 124-062
R3 124-248 124-187 124-024
R2 124-108 124-108 124-011
R1 124-047 124-047 123-318 124-078
PP 123-288 123-288 123-288 123-304
S1 123-227 123-227 123-292 123-258
S2 123-148 123-148 123-279
S3 123-008 123-087 123-266
S4 122-188 122-267 123-228
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
5 124-205 123-160 1-045 0.9% 0-158 0.4% 40% False False 916,137
10 125-025 123-160 1-185 1.3% 0-172 0.4% 29% False False 1,115,892
20 125-025 122-225 2-120 1.9% 0-164 0.4% 53% False False 1,193,183
40 125-065 122-225 2-160 2.0% 0-168 0.4% 50% False False 1,258,395
60 125-065 122-225 2-160 2.0% 0-166 0.4% 50% False False 871,315
80 125-065 121-120 3-265 3.1% 0-150 0.4% 67% False False 653,632
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-305
2.618 125-077
1.618 124-257
1.000 124-170
0.618 124-117
HIGH 124-030
0.618 123-297
0.500 123-280
0.382 123-263
LOW 123-210
0.618 123-123
1.000 123-070
1.618 122-303
2.618 122-163
4.250 121-255
Fisher Pivots for day following 23-Apr-2014
Pivot 1 day 3 day
R1 123-297 123-288
PP 123-288 123-272
S1 123-280 123-255

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

View Archives - Comment on this page... - Back to Index of Symbols