ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 07-Apr-2014
Day Change Summary
Previous Current
04-Apr-2014 07-Apr-2014 Change Change % Previous Week
Open 122-285 123-210 0-245 0.6% 123-145
High 123-230 124-000 0-090 0.2% 123-230
Low 122-225 123-200 0-295 0.8% 122-225
Close 123-215 123-275 0-060 0.2% 123-215
Range 1-005 0-120 -0-205 -63.1% 1-005
ATR 0-167 0-163 -0-003 -2.0% 0-000
Volume 2,049,766 1,123,125 -926,641 -45.2% 6,736,672
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 124-305 124-250 124-021
R3 124-185 124-130 123-308
R2 124-065 124-065 123-297
R1 124-010 124-010 123-286 124-038
PP 123-265 123-265 123-265 123-279
S1 123-210 123-210 123-264 123-238
S2 123-145 123-145 123-253
S3 123-025 123-090 123-242
S4 122-225 122-290 123-209
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 126-132 126-018 124-074
R3 125-127 125-013 123-304
R2 124-122 124-122 123-275
R1 124-008 124-008 123-245 124-065
PP 123-117 123-117 123-117 123-145
S1 123-003 123-003 123-185 123-060
S2 122-112 122-112 123-155
S3 121-107 121-318 123-126
S4 120-102 120-313 123-036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-000 122-225 1-095 1.0% 0-160 0.4% 89% True False 1,313,843
10 124-000 122-225 1-095 1.0% 0-152 0.4% 89% True False 1,253,608
20 125-000 122-225 2-095 1.9% 0-167 0.4% 50% False False 1,299,095
40 125-065 122-225 2-160 2.0% 0-162 0.4% 46% False False 996,130
60 125-065 121-240 3-145 2.8% 0-163 0.4% 61% False False 665,202
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-190
2.618 124-314
1.618 124-194
1.000 124-120
0.618 124-074
HIGH 124-000
0.618 123-274
0.500 123-260
0.382 123-246
LOW 123-200
0.618 123-126
1.000 123-080
1.618 123-006
2.618 122-206
4.250 122-010
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 123-270 123-221
PP 123-265 123-167
S1 123-260 123-112

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

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