ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 126-080 126-045 -0-035 -0.1% 125-240
High 126-110 126-065 -0-045 -0.1% 126-245
Low 126-010 125-205 -0-125 -0.3% 125-195
Close 126-105 125-230 -0-195 -0.5% 126-105
Range 0-100 0-180 0-080 80.0% 1-050
ATR 0-150 0-155 0-005 3.3% 0-000
Volume 313,666 196,147 -117,519 -37.5% 6,936,933
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 127-173 127-062 126-009
R3 126-313 126-202 125-280
R2 126-133 126-133 125-263
R1 126-022 126-022 125-246 125-308
PP 125-273 125-273 125-273 125-256
S1 125-162 125-162 125-214 125-128
S2 125-093 125-093 125-197
S3 124-233 124-302 125-180
S4 124-053 124-122 125-131
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 129-225 129-055 126-308
R3 128-175 128-005 126-207
R2 127-125 127-125 126-173
R1 126-275 126-275 126-139 127-040
PP 126-075 126-075 126-075 126-118
S1 125-225 125-225 126-071 125-310
S2 125-025 125-025 126-037
S3 123-295 124-175 126-003
S4 122-245 123-125 125-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-245 125-195 1-050 0.9% 0-153 0.4% 9% False False 1,426,616
10 126-245 125-180 1-065 1.0% 0-140 0.3% 13% False False 1,246,403
20 126-245 124-140 2-105 1.9% 0-141 0.4% 55% False False 1,224,886
40 126-245 122-225 4-020 3.2% 0-159 0.4% 74% False False 1,242,008
60 126-245 122-225 4-020 3.2% 0-160 0.4% 74% False False 1,251,218
80 126-245 122-225 4-020 3.2% 0-160 0.4% 74% False False 1,079,589
100 126-245 121-120 5-125 4.3% 0-159 0.4% 81% False False 864,198
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-190
2.618 127-216
1.618 127-036
1.000 126-245
0.618 126-176
HIGH 126-065
0.618 125-316
0.500 125-295
0.382 125-274
LOW 125-205
0.618 125-094
1.000 125-025
1.618 124-234
2.618 124-054
4.250 123-080
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 125-295 126-065
PP 125-273 126-013
S1 125-252 125-282

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

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