ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 124-290 125-080 0-110 0.3% 125-080
High 125-150 125-085 -0-065 -0.2% 125-150
Low 124-265 124-275 0-010 0.0% 124-220
Close 125-130 125-055 -0-075 -0.2% 125-055
Range 0-205 0-130 -0-075 -36.6% 0-250
ATR 0-157 0-159 0-001 0.8% 0-000
Volume 6,573 9,926 3,353 51.0% 52,687
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-102 126-048 125-126
R3 125-292 125-238 125-091
R2 125-162 125-162 125-079
R1 125-108 125-108 125-067 125-070
PP 125-032 125-032 125-032 125-012
S1 124-298 124-298 125-043 124-260
S2 124-222 124-222 125-031
S3 124-092 124-168 125-019
S4 123-282 124-038 124-304
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 127-145 127-030 125-192
R3 126-215 126-100 125-124
R2 125-285 125-285 125-101
R1 125-170 125-170 125-078 125-102
PP 125-035 125-035 125-035 125-001
S1 124-240 124-240 125-032 124-172
S2 124-105 124-105 125-009
S3 123-175 123-310 124-306
S4 122-245 123-060 124-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-150 124-220 0-250 0.6% 0-138 0.3% 62% False False 10,537
10 126-065 124-220 1-165 1.2% 0-160 0.4% 32% False False 47,057
20 126-245 124-220 2-025 1.7% 0-146 0.4% 23% False False 690,869
40 126-245 123-160 3-085 2.6% 0-154 0.4% 51% False False 948,236
60 126-245 122-225 4-020 3.2% 0-153 0.4% 61% False False 1,051,243
80 126-245 122-225 4-020 3.2% 0-160 0.4% 61% False False 1,081,372
100 126-245 122-110 4-135 3.5% 0-162 0.4% 64% False False 866,857
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-318
2.618 126-105
1.618 125-295
1.000 125-215
0.618 125-165
HIGH 125-085
0.618 125-035
0.500 125-020
0.382 125-005
LOW 124-275
0.618 124-195
1.000 124-145
1.618 124-065
2.618 123-255
4.250 123-042
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 125-043 125-045
PP 125-032 125-035
S1 125-020 125-025

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

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