ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 125-105 124-300 -0-125 -0.3% 124-310
High 125-125 125-000 -0-125 -0.3% 126-000
Low 124-255 124-110 -0-145 -0.4% 124-260
Close 124-285 124-135 -0-150 -0.4% 125-165
Range 0-190 0-210 0-020 10.5% 1-060
ATR 0-149 0-153 0-004 2.9% 0-000
Volume 1,272,700 1,304,706 32,006 2.5% 5,002,068
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-178 126-047 124-250
R3 125-288 125-157 124-193
R2 125-078 125-078 124-174
R1 124-267 124-267 124-154 124-228
PP 124-188 124-188 124-188 124-169
S1 124-057 124-057 124-116 124-018
S2 123-298 123-298 124-096
S3 123-088 123-167 124-077
S4 122-198 122-277 124-020
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
5 126-000 124-110 1-210 1.3% 0-182 0.5% 5% False True 1,469,666
10 126-000 124-110 1-210 1.3% 0-153 0.4% 5% False True 801,648
20 126-000 123-180 2-140 2.0% 0-144 0.4% 35% False False 409,401
40 126-000 122-180 3-140 2.8% 0-137 0.3% 54% False False 205,813
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-252
2.618 126-230
1.618 126-020
1.000 125-210
0.618 125-130
HIGH 125-000
0.618 124-240
0.500 124-215
0.382 124-190
LOW 124-110
0.618 123-300
1.000 123-220
1.618 123-090
2.618 122-200
4.250 121-178
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 124-215 124-302
PP 124-188 124-247
S1 124-162 124-191

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

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