ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 124-105 123-280 -0-145 -0.4% 124-115
High 124-125 124-160 0-035 0.1% 124-205
Low 123-270 123-250 -0-020 -0.1% 123-255
Close 123-275 124-070 0-115 0.3% 124-095
Range 0-175 0-230 0-055 31.4% 0-270
ATR 0-160 0-165 0-005 3.1% 0-000
Volume 1,108,389 1,335,184 226,795 20.5% 5,532,497
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-103 125-317 124-196
R3 125-193 125-087 124-133
R2 124-283 124-283 124-112
R1 124-177 124-177 124-091 124-230
PP 124-053 124-053 124-053 124-080
S1 123-267 123-267 124-049 124-000
S2 123-143 123-143 124-028
S3 122-233 123-037 124-007
S4 122-003 122-127 123-264
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
5 124-205 123-250 0-275 0.7% 0-179 0.5% 51% False True 1,156,901
10 124-310 123-250 1-060 1.0% 0-172 0.4% 37% False True 1,176,158
20 126-000 123-250 2-070 1.8% 0-162 0.4% 20% False True 1,056,861
40 126-000 122-230 3-090 2.6% 0-151 0.4% 46% False False 534,753
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-178
2.618 126-122
1.618 125-212
1.000 125-070
0.618 124-302
HIGH 124-160
0.618 124-072
0.500 124-045
0.382 124-018
LOW 123-250
0.618 123-108
1.000 123-020
1.618 122-198
2.618 121-288
4.250 120-232
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 124-062 124-062
PP 124-053 124-055
S1 124-045 124-048

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

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