ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 125-090 125-050 -0-040 -0.1% 125-080
High 125-120 125-080 -0-040 -0.1% 125-150
Low 125-015 124-240 -0-095 -0.2% 124-220
Close 125-055 124-240 -0-135 -0.3% 125-055
Range 0-105 0-160 0-055 52.4% 0-250
ATR 0-155 0-155 0-000 0.2% 0-000
Volume 12,850 4,287 -8,563 -66.6% 52,687
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-133 126-027 125-008
R3 125-293 125-187 124-284
R2 125-133 125-133 124-269
R1 125-027 125-027 124-255 125-000
PP 124-293 124-293 124-293 124-280
S1 124-187 124-187 124-225 124-160
S2 124-133 124-133 124-211
S3 123-293 124-027 124-196
S4 123-133 123-187 124-152
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% 0-148 0.4% 8% False False 8,708
10 125-255 124-220 1-035 0.9% 0-148 0.4% 6% False False 18,013
20 126-245 124-220 2-025 1.7% 0-148 0.4% 3% False False 590,236
40 126-245 123-160 3-085 2.6% 0-150 0.4% 38% False False 909,300
60 126-245 122-225 4-020 3.3% 0-154 0.4% 50% False False 1,008,647
80 126-245 122-225 4-020 3.3% 0-159 0.4% 50% False False 1,080,779
100 126-245 122-225 4-020 3.3% 0-160 0.4% 50% False False 867,018
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 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-120
2.618 126-179
1.618 126-019
1.000 125-240
0.618 125-179
HIGH 125-080
0.618 125-019
0.500 125-000
0.382 124-301
LOW 124-240
0.618 124-141
1.000 124-080
1.618 123-301
2.618 123-141
4.250 122-200
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 125-000 125-020
PP 124-293 124-307
S1 124-267 124-273

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

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