ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 124-310 125-025 0-035 0.1% 124-270
High 125-040 125-240 0-200 0.5% 125-090
Low 124-260 125-020 0-080 0.2% 124-230
Close 125-040 125-225 0-185 0.5% 125-000
Range 0-100 0-220 0-120 120.0% 0-180
ATR 0-135 0-141 0-006 4.5% 0-000
Volume 231,144 2,074,270 1,843,126 797.4% 476,169
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 127-182 127-103 126-026
R3 126-282 126-203 125-286
R2 126-062 126-062 125-265
R1 125-303 125-303 125-245 126-022
PP 125-162 125-162 125-162 125-181
S1 125-083 125-083 125-205 125-122
S2 124-262 124-262 125-185
S3 124-042 124-183 125-164
S4 123-142 123-283 125-104
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
5 125-240 124-230 1-010 0.8% 0-140 0.3% 95% True False 539,884
10 125-240 124-050 1-190 1.3% 0-155 0.4% 97% True False 285,119
20 125-240 122-280 2-280 2.3% 0-150 0.4% 98% True False 146,631
40 125-240 122-000 3-240 3.0% 0-128 0.3% 99% True False 73,985
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 128-215
2.618 127-176
1.618 126-276
1.000 126-140
0.618 126-056
HIGH 125-240
0.618 125-156
0.500 125-130
0.382 125-104
LOW 125-020
0.618 124-204
1.000 124-120
1.618 123-304
2.618 123-084
4.250 122-045
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 125-193 125-178
PP 125-162 125-132
S1 125-130 125-085

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

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