ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 25-Apr-2014
Day Change Summary
Previous Current
24-Apr-2014 25-Apr-2014 Change Change % Previous Week
Open 123-265 123-310 0-045 0.1% 123-230
High 124-020 124-100 0-080 0.2% 124-100
Low 123-190 123-295 0-105 0.3% 123-160
Close 123-295 124-020 0-045 0.1% 124-020
Range 0-150 0-125 -0-025 -16.7% 0-260
ATR 0-164 0-162 -0-003 -1.7% 0-000
Volume 1,400,257 1,054,779 -345,478 -24.7% 4,839,848
Daily Pivots for day following 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 125-087 125-018 124-089
R3 124-282 124-213 124-054
R2 124-157 124-157 124-043
R1 124-088 124-088 124-031 124-122
PP 124-032 124-032 124-032 124-049
S1 123-283 123-283 124-009 123-318
S2 123-227 123-227 123-317
S3 123-102 123-158 123-306
S4 122-297 123-033 123-271
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 126-127 126-013 124-163
R3 125-187 125-073 124-092
R2 124-247 124-247 124-068
R1 124-133 124-133 124-044 124-190
PP 123-307 123-307 123-307 124-015
S1 123-193 123-193 123-316 123-250
S2 123-047 123-047 123-292
S3 122-107 122-253 123-268
S4 121-167 121-313 123-197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-100 123-160 0-260 0.7% 0-132 0.3% 69% True False 967,969
10 125-025 123-160 1-185 1.3% 0-158 0.4% 36% False False 1,060,186
20 125-025 122-225 2-120 1.9% 0-161 0.4% 57% False False 1,183,456
40 125-065 122-225 2-160 2.0% 0-168 0.4% 54% False False 1,251,665
60 125-065 122-225 2-160 2.0% 0-163 0.4% 54% False False 912,045
80 125-065 121-120 3-265 3.1% 0-152 0.4% 70% False False 684,320
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 0-042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-311
2.618 125-107
1.618 124-302
1.000 124-225
0.618 124-177
HIGH 124-100
0.618 124-052
0.500 124-038
0.382 124-023
LOW 123-295
0.618 123-218
1.000 123-170
1.618 123-093
2.618 122-288
4.250 122-084
Fisher Pivots for day following 25-Apr-2014
Pivot 1 day 3 day
R1 124-038 124-008
PP 124-032 123-317
S1 124-026 123-305

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

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