ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 124-300 124-115 -0-185 -0.5% 124-310
High 125-000 124-200 -0-120 -0.3% 126-000
Low 124-110 124-060 -0-050 -0.1% 124-260
Close 124-135 124-100 -0-035 -0.1% 125-165
Range 0-210 0-140 -0-070 -33.3% 1-060
ATR 0-153 0-153 -0-001 -0.6% 0-000
Volume 1,304,706 1,402,154 97,448 7.5% 5,002,068
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 125-220 125-140 124-177
R3 125-080 125-000 124-138
R2 124-260 124-260 124-126
R1 124-180 124-180 124-113 124-150
PP 124-120 124-120 124-120 124-105
S1 124-040 124-040 124-087 124-010
S2 123-300 123-300 124-074
S3 123-160 123-220 124-062
S4 123-020 123-080 124-023
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
5 126-000 124-060 1-260 1.5% 0-166 0.4% 7% False True 1,335,242
10 126-000 124-060 1-260 1.5% 0-153 0.4% 7% False True 937,563
20 126-000 123-200 2-120 1.9% 0-148 0.4% 29% False False 479,304
40 126-000 122-180 3-140 2.8% 0-140 0.4% 51% False False 240,867
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 0-033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-155
2.618 125-247
1.618 125-107
1.000 125-020
0.618 124-287
HIGH 124-200
0.618 124-147
0.500 124-130
0.382 124-113
LOW 124-060
0.618 123-293
1.000 123-240
1.618 123-153
2.618 123-013
4.250 122-105
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 124-130 124-252
PP 124-120 124-202
S1 124-110 124-151

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

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