ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 124-080 123-300 -0-100 -0.3% 125-105
High 124-115 124-080 -0-035 -0.1% 125-125
Low 123-295 123-255 -0-040 -0.1% 124-010
Close 124-005 124-025 0-020 0.1% 124-115
Range 0-140 0-145 0-005 3.6% 1-115
ATR 0-156 0-155 -0-001 -0.5% 0-000
Volume 1,040,230 1,081,720 41,490 4.0% 7,008,100
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 125-128 125-062 124-105
R3 124-303 124-237 124-065
R2 124-158 124-158 124-052
R1 124-092 124-092 124-038 124-125
PP 124-013 124-013 124-013 124-030
S1 123-267 123-267 124-012 123-300
S2 123-188 123-188 123-318
S3 123-043 123-122 123-305
S4 122-218 122-297 123-265
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
5 124-310 123-255 1-055 0.9% 0-164 0.4% 24% False True 1,195,415
10 126-000 123-255 2-065 1.8% 0-165 0.4% 13% False True 1,265,329
20 126-000 123-255 2-065 1.8% 0-160 0.4% 13% False True 775,224
40 126-000 122-180 3-140 2.8% 0-141 0.4% 44% False False 390,252
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 0-044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-056
2.618 125-140
1.618 124-315
1.000 124-225
0.618 124-170
HIGH 124-080
0.618 124-025
0.500 124-008
0.382 123-310
LOW 123-255
0.618 123-165
1.000 123-110
1.618 123-020
2.618 122-195
4.250 121-279
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 124-019 124-030
PP 124-013 124-028
S1 124-008 124-027

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

View Archives - Comment on this page... - Back to Index of Symbols