ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 12-May-2014
Day Change Summary
Previous Current
09-May-2014 12-May-2014 Change Change % Previous Week
Open 125-000 124-310 -0-010 0.0% 124-225
High 125-060 124-315 -0-065 -0.2% 125-060
Low 124-290 124-215 -0-075 -0.2% 124-140
Close 125-000 124-235 -0-085 -0.2% 125-000
Range 0-090 0-100 0-010 11.1% 0-240
ATR 0-156 0-152 -0-004 -2.3% 0-000
Volume 935,111 717,142 -217,969 -23.3% 5,559,688
Daily Pivots for day following 12-May-2014
Classic Woodie Camarilla DeMark
R4 125-235 125-175 124-290
R3 125-135 125-075 124-262
R2 125-035 125-035 124-253
R1 124-295 124-295 124-244 124-275
PP 124-255 124-255 124-255 124-245
S1 124-195 124-195 124-226 124-175
S2 124-155 124-155 124-217
S3 124-055 124-095 124-208
S4 123-275 123-315 124-180
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 127-040 126-260 125-132
R3 126-120 126-020 125-066
R2 125-200 125-200 125-044
R1 125-100 125-100 125-022 125-150
PP 124-280 124-280 124-280 124-305
S1 124-180 124-180 124-298 124-230
S2 124-040 124-040 124-276
S3 123-120 123-260 124-254
S4 122-200 123-020 124-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-060 124-140 0-240 0.6% 0-112 0.3% 40% False False 1,109,548
10 125-060 123-220 1-160 1.2% 0-150 0.4% 70% False False 1,234,641
20 125-060 123-160 1-220 1.4% 0-154 0.4% 73% False False 1,141,541
40 125-060 122-225 2-155 2.0% 0-159 0.4% 82% False False 1,204,759
60 125-065 122-225 2-160 2.0% 0-162 0.4% 81% False False 1,134,823
80 125-065 122-090 2-295 2.3% 0-162 0.4% 84% False False 852,420
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 0-048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-100
2.618 125-257
1.618 125-157
1.000 125-095
0.618 125-057
HIGH 124-315
0.618 124-277
0.500 124-265
0.382 124-253
LOW 124-215
0.618 124-153
1.000 124-115
1.618 124-053
2.618 123-273
4.250 123-110
Fisher Pivots for day following 12-May-2014
Pivot 1 day 3 day
R1 124-265 124-298
PP 124-255 124-277
S1 124-245 124-256

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

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