ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 125-050 124-240 -0-130 -0.3% 125-080
High 125-080 125-110 0-030 0.1% 125-150
Low 124-240 124-225 -0-015 0.0% 124-220
Close 124-240 125-030 0-110 0.3% 125-055
Range 0-160 0-205 0-045 28.1% 0-250
ATR 0-155 0-159 0-004 2.3% 0-000
Volume 4,287 3,501 -786 -18.3% 52,687
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-310 126-215 125-143
R3 126-105 126-010 125-086
R2 125-220 125-220 125-068
R1 125-125 125-125 125-049 125-172
PP 125-015 125-015 125-015 125-039
S1 124-240 124-240 125-011 124-288
S2 124-130 124-130 124-312
S3 123-245 124-035 124-294
S4 123-040 123-150 124-237
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
5 125-150 124-225 0-245 0.6% 0-161 0.4% 51% False True 7,427
10 125-255 124-220 1-035 0.9% 0-156 0.4% 37% False False 13,233
20 126-245 124-220 2-025 1.7% 0-151 0.4% 20% False False 531,796
40 126-245 123-190 3-055 2.5% 0-152 0.4% 47% False False 886,181
60 126-245 122-225 4-020 3.2% 0-155 0.4% 59% False False 988,976
80 126-245 122-225 4-020 3.2% 0-160 0.4% 59% False False 1,075,022
100 126-245 122-225 4-020 3.2% 0-161 0.4% 59% False False 867,045
120 126-245 121-120 5-125 4.3% 0-149 0.4% 69% False False 722,624
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-021
2.618 127-007
1.618 126-122
1.000 125-315
0.618 125-237
HIGH 125-110
0.618 125-032
0.500 125-008
0.382 124-303
LOW 124-225
0.618 124-098
1.000 124-020
1.618 123-213
2.618 123-008
4.250 121-314
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 125-022 125-024
PP 125-015 125-018
S1 125-008 125-012

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

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