ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 126-045 125-240 -0-125 -0.3% 125-240
High 126-065 125-265 -0-120 -0.3% 126-245
Low 125-205 125-060 -0-145 -0.4% 125-195
Close 125-230 125-085 -0-145 -0.4% 126-105
Range 0-180 0-205 0-025 13.9% 1-050
ATR 0-155 0-159 0-004 2.3% 0-000
Volume 196,147 111,428 -84,719 -43.2% 6,936,933
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 127-112 126-303 125-198
R3 126-227 126-098 125-141
R2 126-022 126-022 125-123
R1 125-213 125-213 125-104 125-175
PP 125-137 125-137 125-137 125-118
S1 125-008 125-008 125-066 124-290
S2 124-252 124-252 125-047
S3 124-047 124-123 125-029
S4 123-162 123-238 124-292
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
5 126-245 125-060 1-185 1.3% 0-174 0.4% 5% False True 1,060,034
10 126-245 125-060 1-185 1.3% 0-148 0.4% 5% False True 1,162,459
20 126-245 124-140 2-105 1.9% 0-146 0.4% 36% False False 1,194,003
40 126-245 123-160 3-085 2.6% 0-156 0.4% 54% False False 1,193,549
60 126-245 122-225 4-020 3.2% 0-159 0.4% 63% False False 1,224,818
80 126-245 122-225 4-020 3.2% 0-161 0.4% 63% False False 1,080,883
100 126-245 121-120 5-125 4.3% 0-160 0.4% 72% False False 865,312
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-176
2.618 127-162
1.618 126-277
1.000 126-150
0.618 126-072
HIGH 125-265
0.618 125-187
0.500 125-162
0.382 125-138
LOW 125-060
0.618 124-253
1.000 124-175
1.618 124-048
2.618 123-163
4.250 122-149
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 125-162 125-245
PP 125-137 125-192
S1 125-111 125-138

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

View Archives - Comment on this page... - Back to Index of Symbols