ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 124-115 124-080 -0-035 -0.1% 125-105
High 124-125 124-115 -0-010 0.0% 125-125
Low 124-020 123-295 -0-045 -0.1% 124-010
Close 124-060 124-005 -0-055 -0.1% 124-115
Range 0-105 0-140 0-035 33.3% 1-115
ATR 0-157 0-156 -0-001 -0.8% 0-000
Volume 826,588 1,040,230 213,642 25.8% 7,008,100
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 125-132 125-048 124-082
R3 124-312 124-228 124-044
R2 124-172 124-172 124-031
R1 124-088 124-088 124-018 124-060
PP 124-032 124-032 124-032 124-018
S1 123-268 123-268 123-312 123-240
S2 123-212 123-212 123-299
S3 123-072 123-128 123-286
S4 122-252 122-308 123-248
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 128-215 127-280 125-034
R3 127-100 126-165 124-235
R2 125-305 125-305 124-195
R1 125-050 125-050 124-155 124-280
PP 124-190 124-190 124-190 124-145
S1 123-255 123-255 124-075 123-165
S2 123-075 123-075 124-035
S3 121-280 122-140 123-315
S4 120-165 121-025 123-196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-310 123-295 1-015 0.8% 0-163 0.4% 9% False True 1,259,502
10 126-000 123-295 2-025 1.7% 0-172 0.4% 5% False True 1,364,584
20 126-000 123-250 2-070 1.8% 0-160 0.4% 11% False False 721,702
40 126-000 122-180 3-140 2.8% 0-141 0.4% 42% False False 363,217
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 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-070
2.618 125-162
1.618 125-022
1.000 124-255
0.618 124-202
HIGH 124-115
0.618 124-062
0.500 124-045
0.382 124-028
LOW 123-295
0.618 123-208
1.000 123-155
1.618 123-068
2.618 122-248
4.250 122-020
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 124-045 124-142
PP 124-032 124-097
S1 124-018 124-051

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

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