ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 29-May-2014
Day Change Summary
Previous Current
28-May-2014 29-May-2014 Change Change % Previous Week
Open 125-025 125-200 0-175 0.4% 124-270
High 125-240 126-000 0-080 0.2% 125-090
Low 125-020 125-135 0-115 0.3% 124-230
Close 125-225 125-200 -0-025 -0.1% 125-000
Range 0-220 0-185 -0-035 -15.9% 0-180
ATR 0-141 0-144 0-003 2.2% 0-000
Volume 2,074,270 1,441,672 -632,598 -30.5% 476,169
Daily Pivots for day following 29-May-2014
Classic Woodie Camarilla DeMark
R4 127-133 127-032 125-302
R3 126-268 126-167 125-251
R2 126-083 126-083 125-234
R1 125-302 125-302 125-217 125-292
PP 125-218 125-218 125-218 125-214
S1 125-117 125-117 125-183 125-108
S2 125-033 125-033 125-166
S3 124-168 124-252 125-149
S4 123-303 124-067 125-098
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
5 126-000 124-230 1-090 1.0% 0-143 0.4% 71% True False 806,885
10 126-000 124-180 1-140 1.1% 0-148 0.4% 74% True False 426,935
20 126-000 122-280 3-040 2.5% 0-151 0.4% 88% True False 218,646
40 126-000 122-000 4-000 3.2% 0-133 0.3% 91% True False 110,016
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-146
2.618 127-164
1.618 126-299
1.000 126-185
0.618 126-114
HIGH 126-000
0.618 125-249
0.500 125-228
0.382 125-206
LOW 125-135
0.618 125-021
1.000 124-270
1.618 124-156
2.618 123-291
4.250 122-309
Fisher Pivots for day following 29-May-2014
Pivot 1 day 3 day
R1 125-228 125-177
PP 125-218 125-153
S1 125-209 125-130

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

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