ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 124-310 124-230 -0-080 -0.2% 124-225
High 124-315 125-045 0-050 0.1% 125-060
Low 124-215 124-205 -0-010 0.0% 124-140
Close 124-235 125-020 0-105 0.3% 125-000
Range 0-100 0-160 0-060 60.0% 0-240
ATR 0-152 0-153 0-001 0.4% 0-000
Volume 717,142 1,044,585 327,443 45.7% 5,559,688
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 126-143 126-082 125-108
R3 125-303 125-242 125-064
R2 125-143 125-143 125-049
R1 125-082 125-082 125-035 125-112
PP 124-303 124-303 124-303 124-319
S1 124-242 124-242 125-005 124-272
S2 124-143 124-143 124-311
S3 123-303 124-082 124-296
S4 123-143 123-242 124-252
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
5 125-060 124-150 0-230 0.6% 0-127 0.3% 83% False False 1,125,132
10 125-060 123-260 1-120 1.1% 0-154 0.4% 91% False False 1,226,142
20 125-060 123-160 1-220 1.3% 0-152 0.4% 93% False False 1,145,832
40 125-060 122-225 2-155 2.0% 0-159 0.4% 95% False False 1,208,065
60 125-065 122-225 2-160 2.0% 0-162 0.4% 94% False False 1,151,851
80 125-065 122-110 2-275 2.3% 0-162 0.4% 95% False False 865,448
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-085
2.618 126-144
1.618 125-304
1.000 125-205
0.618 125-144
HIGH 125-045
0.618 124-304
0.500 124-285
0.382 124-266
LOW 124-205
0.618 124-106
1.000 124-045
1.618 123-266
2.618 123-106
4.250 122-165
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 125-002 125-004
PP 124-303 124-308
S1 124-285 124-292

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

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