ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 23-May-2014
Day Change Summary
Previous Current
22-May-2014 23-May-2014 Change Change % Previous Week
Open 124-310 124-270 -0-040 -0.1% 124-270
High 125-020 125-030 0-010 0.0% 125-090
Low 124-230 124-250 0-020 0.1% 124-230
Close 124-260 125-000 0-060 0.2% 125-000
Range 0-110 0-100 -0-010 -9.1% 0-180
ATR 0-140 0-137 -0-003 -2.0% 0-000
Volume 117,254 170,087 52,833 45.1% 476,169
Daily Pivots for day following 23-May-2014
Classic Woodie Camarilla DeMark
R4 125-287 125-243 125-055
R3 125-187 125-143 125-028
R2 125-087 125-087 125-018
R1 125-043 125-043 125-009 125-065
PP 124-307 124-307 124-307 124-318
S1 124-263 124-263 124-311 124-285
S2 124-207 124-207 124-302
S3 124-107 124-163 124-292
S4 124-007 124-063 124-265
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 126-220 126-130 125-099
R3 126-040 125-270 125-050
R2 125-180 125-180 125-033
R1 125-090 125-090 125-016 125-135
PP 125-000 125-000 125-000 125-022
S1 124-230 124-230 124-304 124-275
S2 124-140 124-140 124-287
S3 123-280 124-050 124-270
S4 123-100 123-190 124-221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-090 124-230 0-180 0.5% 0-130 0.3% 50% False False 95,233
10 125-100 123-250 1-170 1.2% 0-146 0.4% 80% False False 57,286
20 125-100 122-270 2-150 2.0% 0-144 0.4% 87% False False 31,781
40 125-100 122-000 3-100 2.7% 0-122 0.3% 91% False False 16,350
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-135
2.618 125-292
1.618 125-192
1.000 125-130
0.618 125-092
HIGH 125-030
0.618 124-312
0.500 124-300
0.382 124-288
LOW 124-250
0.618 124-188
1.000 124-150
1.618 124-088
2.618 123-308
4.250 123-145
Fisher Pivots for day following 23-May-2014
Pivot 1 day 3 day
R1 124-313 125-000
PP 124-307 125-000
S1 124-300 125-000

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

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