ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 125-150 125-105 -0-045 -0.1% 124-310
High 125-175 125-125 -0-050 -0.1% 126-000
Low 125-070 124-255 -0-135 -0.3% 124-260
Close 125-165 124-285 -0-200 -0.5% 125-165
Range 0-105 0-190 0-085 81.0% 1-060
ATR 0-143 0-149 0-006 4.4% 0-000
Volume 1,254,982 1,272,700 17,718 1.4% 5,002,068
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-258 126-142 125-070
R3 126-068 125-272 125-017
R2 125-198 125-198 125-000
R1 125-082 125-082 124-302 125-045
PP 125-008 125-008 125-008 124-310
S1 124-212 124-212 124-268 124-175
S2 124-138 124-138 124-250
S3 123-268 124-022 124-233
S4 123-078 123-152 124-180
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 129-002 128-143 126-054
R3 127-262 127-083 125-270
R2 126-202 126-202 125-235
R1 126-023 126-023 125-200 126-112
PP 125-142 125-142 125-142 125-186
S1 124-283 124-283 125-130 125-052
S2 124-082 124-082 125-095
S3 123-022 123-223 125-060
S4 121-282 122-163 124-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-000 124-255 1-065 1.0% 0-160 0.4% 8% False True 1,254,953
10 126-000 124-230 1-090 1.0% 0-145 0.4% 13% False False 675,093
20 126-000 123-180 2-140 2.0% 0-140 0.3% 54% False False 344,534
40 126-000 122-070 3-250 3.0% 0-137 0.3% 71% False False 173,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-292
2.618 126-302
1.618 126-112
1.000 125-315
0.618 125-242
HIGH 125-125
0.618 125-052
0.500 125-030
0.382 125-008
LOW 124-255
0.618 124-138
1.000 124-065
1.618 123-268
2.618 123-078
4.250 122-088
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 125-030 125-128
PP 125-008 125-073
S1 124-307 125-019

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

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