ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary
Previous Current
20-May-2014 21-May-2014 Change Change % Previous Week
Open 124-270 125-050 0-100 0.3% 124-020
High 125-070 125-090 0-020 0.0% 125-100
Low 124-250 124-240 -0-010 0.0% 123-250
Close 125-060 125-000 -0-060 -0.1% 124-300
Range 0-140 0-170 0-030 21.4% 1-170
ATR 0-140 0-143 0-002 1.5% 0-000
Volume 43,003 106,666 63,663 148.0% 96,694
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 126-193 126-107 125-094
R3 126-023 125-257 125-047
R2 125-173 125-173 125-031
R1 125-087 125-087 125-016 125-045
PP 125-003 125-003 125-003 124-302
S1 124-237 124-237 124-304 124-195
S2 124-153 124-153 124-289
S3 123-303 124-067 124-273
S4 123-133 123-217 124-226
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 129-087 128-203 125-250
R3 127-237 127-033 125-115
R2 126-067 126-067 125-070
R1 125-183 125-183 125-025 125-285
PP 124-217 124-217 124-217 124-268
S1 124-013 124-013 124-255 124-115
S2 123-047 123-047 124-210
S3 121-197 122-163 124-165
S4 120-027 120-313 124-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-100 124-180 0-240 0.6% 0-154 0.4% 58% False False 46,985
10 125-100 123-250 1-170 1.2% 0-145 0.4% 80% False False 31,372
20 125-100 122-230 2-190 2.1% 0-142 0.4% 88% False False 17,887
40 125-100 122-000 3-100 2.7% 0-118 0.3% 91% False False 9,169
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-172
2.618 126-215
1.618 126-045
1.000 125-260
0.618 125-195
HIGH 125-090
0.618 125-025
0.500 125-005
0.382 124-305
LOW 124-240
0.618 124-135
1.000 124-070
1.618 123-285
2.618 123-115
4.250 122-158
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 125-005 125-005
PP 125-003 125-003
S1 125-002 125-002

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

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