ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 24-Apr-2014
Day Change Summary
Previous Current
23-Apr-2014 24-Apr-2014 Change Change % Previous Week
Open 123-240 123-265 0-025 0.1% 124-265
High 124-030 124-020 -0-010 0.0% 125-025
Low 123-210 123-190 -0-020 -0.1% 123-200
Close 123-305 123-295 -0-010 0.0% 123-240
Range 0-140 0-150 0-010 7.1% 1-145
ATR 0-165 0-164 -0-001 -0.7% 0-000
Volume 1,022,979 1,400,257 377,278 36.9% 4,537,705
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 125-085 125-020 124-058
R3 124-255 124-190 124-016
R2 124-105 124-105 124-002
R1 124-040 124-040 123-309 124-072
PP 123-275 123-275 123-275 123-291
S1 123-210 123-210 123-281 123-242
S2 123-125 123-125 123-268
S3 122-295 123-060 123-254
S4 122-145 122-230 123-212
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
5 124-175 123-160 1-015 0.8% 0-166 0.4% 40% False False 985,214
10 125-025 123-160 1-185 1.3% 0-170 0.4% 27% False False 1,129,957
20 125-025 122-225 2-120 1.9% 0-161 0.4% 51% False False 1,202,464
40 125-065 122-225 2-160 2.0% 0-168 0.4% 49% False False 1,251,252
60 125-065 122-225 2-160 2.0% 0-167 0.4% 49% False False 894,573
80 125-065 121-120 3-265 3.1% 0-151 0.4% 67% False False 671,136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 126-018
2.618 125-093
1.618 124-263
1.000 124-170
0.618 124-113
HIGH 124-020
0.618 123-283
0.500 123-265
0.382 123-247
LOW 123-190
0.618 123-097
1.000 123-040
1.618 122-267
2.618 122-117
4.250 121-192
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 123-285 123-282
PP 123-275 123-268
S1 123-265 123-255

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

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