ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 123-300 124-020 0-040 0.1% 125-105
High 124-080 124-205 0-125 0.3% 125-125
Low 123-255 123-290 0-035 0.1% 124-010
Close 124-025 124-175 0-150 0.4% 124-115
Range 0-145 0-235 0-090 62.1% 1-115
ATR 0-155 0-161 0-006 3.7% 0-000
Volume 1,081,720 1,361,144 279,424 25.8% 7,008,100
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-182 126-093 124-304
R3 125-267 125-178 124-240
R2 125-032 125-032 124-218
R1 124-263 124-263 124-197 124-308
PP 124-117 124-117 124-117 124-139
S1 124-028 124-028 124-153 124-072
S2 123-202 123-202 124-132
S3 122-287 123-113 124-110
S4 122-052 122-198 124-046
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% 0-168 0.4% 64% False False 1,166,999
10 125-175 123-255 1-240 1.4% 0-170 0.4% 43% False False 1,257,276
20 126-000 123-255 2-065 1.8% 0-159 0.4% 34% False False 842,105
40 126-000 122-180 3-140 2.8% 0-144 0.4% 58% False False 424,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 127-244
2.618 126-180
1.618 125-265
1.000 125-120
0.618 125-030
HIGH 124-205
0.618 124-115
0.500 124-088
0.382 124-060
LOW 123-290
0.618 123-145
1.000 123-055
1.618 122-230
2.618 121-315
4.250 120-251
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 124-146 124-140
PP 124-117 124-105
S1 124-088 124-070

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

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