ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 124-100 124-105 0-005 0.0% 124-115
High 124-165 124-125 -0-040 -0.1% 124-205
Low 124-060 123-270 -0-110 -0.3% 123-255
Close 124-100 123-275 -0-145 -0.4% 124-095
Range 0-105 0-175 0-070 66.7% 0-270
ATR 0-159 0-160 0-001 0.7% 0-000
Volume 756,977 1,108,389 351,412 46.4% 5,532,497
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 125-215 125-100 124-051
R3 125-040 124-245 124-003
R2 124-185 124-185 123-307
R1 124-070 124-070 123-291 124-040
PP 124-010 124-010 124-010 123-315
S1 123-215 123-215 123-259 123-185
S2 123-155 123-155 123-243
S3 122-300 123-040 123-227
S4 122-125 122-185 123-179
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-248 126-122 124-244
R3 125-298 125-172 124-169
R2 125-028 125-028 124-144
R1 124-222 124-222 124-120 124-150
PP 124-078 124-078 124-078 124-042
S1 123-272 123-272 124-070 123-200
S2 123-128 123-128 124-046
S3 122-178 123-002 124-021
S4 121-228 122-052 123-266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-205 123-255 0-270 0.7% 0-162 0.4% 7% False False 1,106,209
10 124-310 123-255 1-055 0.9% 0-162 0.4% 5% False False 1,182,855
20 126-000 123-255 2-065 1.8% 0-158 0.4% 3% False False 992,252
40 126-000 122-180 3-140 2.8% 0-147 0.4% 38% False False 501,377
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
4.250 126-229
2.618 125-263
1.618 125-088
1.000 124-300
0.618 124-233
HIGH 124-125
0.618 124-058
0.500 124-038
0.382 124-017
LOW 123-270
0.618 123-162
1.000 123-095
1.618 122-307
2.618 122-132
4.250 121-166
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 124-038 124-058
PP 124-010 124-023
S1 123-302 123-309

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

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