ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 124-240 125-125 0-205 0.5% 125-080
High 125-110 125-190 0-080 0.2% 125-150
Low 124-225 125-050 0-145 0.4% 124-220
Close 125-030 125-075 0-045 0.1% 125-055
Range 0-205 0-140 -0-065 -31.7% 0-250
ATR 0-159 0-159 0-000 0.1% 0-000
Volume 3,501 3,636 135 3.9% 52,687
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-205 126-120 125-152
R3 126-065 125-300 125-114
R2 125-245 125-245 125-101
R1 125-160 125-160 125-088 125-132
PP 125-105 125-105 125-105 125-091
S1 125-020 125-020 125-062 124-312
S2 124-285 124-285 125-049
S3 124-145 124-200 125-036
S4 124-005 124-060 124-318
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
5 125-190 124-225 0-285 0.7% 0-148 0.4% 60% True False 6,840
10 125-255 124-220 1-035 0.9% 0-150 0.4% 49% False False 9,817
20 126-245 124-220 2-025 1.7% 0-150 0.4% 26% False False 466,789
40 126-245 123-190 3-055 2.5% 0-152 0.4% 52% False False 860,697
60 126-245 122-225 4-020 3.2% 0-156 0.4% 62% False False 971,526
80 126-245 122-225 4-020 3.2% 0-160 0.4% 62% False False 1,059,546
100 126-245 122-225 4-020 3.2% 0-161 0.4% 62% False False 867,068
120 126-245 121-120 5-125 4.3% 0-150 0.4% 72% False False 722,654
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-145
2.618 126-237
1.618 126-097
1.000 126-010
0.618 125-277
HIGH 125-190
0.618 125-137
0.500 125-120
0.382 125-103
LOW 125-050
0.618 124-283
1.000 124-230
1.618 124-143
2.618 124-003
4.250 123-095
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 125-120 125-066
PP 125-105 125-057
S1 125-090 125-048

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

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