ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 124-070 124-240 0-170 0.4% 123-240
High 124-300 125-100 0-120 0.3% 124-100
Low 124-050 124-180 0-130 0.3% 123-180
Close 124-250 125-030 0-100 0.3% 124-040
Range 0-250 0-240 -0-010 -4.0% 0-240
ATR 0-138 0-145 0-007 5.3% 0-000
Volume 23,515 24,074 559 2.4% 43,061
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 127-077 126-293 125-162
R3 126-157 126-053 125-096
R2 125-237 125-237 125-074
R1 125-133 125-133 125-052 125-185
PP 124-317 124-317 124-317 125-022
S1 124-213 124-213 125-008 124-265
S2 124-077 124-077 124-306
S3 123-157 123-293 124-284
S4 122-237 123-053 124-218
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 126-080 125-300 124-172
R3 125-160 125-060 124-106
R2 124-240 124-240 124-084
R1 124-140 124-140 124-062 124-190
PP 124-000 124-000 124-000 124-025
S1 123-220 123-220 124-018 123-270
S2 123-080 123-080 123-316
S3 122-160 122-300 123-294
S4 121-240 122-060 123-228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-100 123-250 1-170 1.2% 0-160 0.4% 86% True False 18,333
10 125-100 122-280 2-140 1.9% 0-163 0.4% 91% True False 12,336
20 125-100 122-180 2-240 2.2% 0-140 0.3% 92% True False 7,534
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 0-041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-160
2.618 127-088
1.618 126-168
1.000 126-020
0.618 125-248
HIGH 125-100
0.618 125-008
0.500 124-300
0.382 124-272
LOW 124-180
0.618 124-032
1.000 123-260
1.618 123-112
2.618 122-192
4.250 121-120
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 125-013 124-292
PP 124-317 124-233
S1 124-300 124-175

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

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