ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 15-Apr-2014
Day Change Summary
Previous Current
14-Apr-2014 15-Apr-2014 Change Change % Previous Week
Open 124-265 124-160 -0-105 -0.3% 123-210
High 125-025 124-280 -0-065 -0.2% 124-300
Low 124-145 124-115 -0-030 -0.1% 123-200
Close 124-190 124-190 0-000 0.0% 124-255
Range 0-200 0-165 -0-035 -17.5% 1-100
ATR 0-169 0-169 0-000 -0.2% 0-000
Volume 958,768 1,383,060 424,292 44.3% 6,578,824
Daily Pivots for day following 15-Apr-2014
Classic Woodie Camarilla DeMark
R4 126-050 125-285 124-281
R3 125-205 125-120 124-235
R2 125-040 125-040 124-220
R1 124-275 124-275 124-205 124-318
PP 124-195 124-195 124-195 124-216
S1 124-110 124-110 124-175 124-152
S2 124-030 124-030 124-160
S3 123-185 123-265 124-145
S4 123-020 123-100 124-099
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 128-125 127-290 125-166
R3 127-025 126-190 125-050
R2 125-245 125-245 125-012
R1 125-090 125-090 124-294 125-168
PP 124-145 124-145 124-145 124-184
S1 123-310 123-310 124-216 124-068
S2 123-045 123-045 124-178
S3 121-265 122-210 124-140
S4 120-165 121-110 124-024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-025 123-230 1-115 1.1% 0-187 0.5% 64% False False 1,315,647
10 125-025 122-225 2-120 1.9% 0-178 0.4% 80% False False 1,339,691
20 125-025 122-225 2-120 1.9% 0-169 0.4% 80% False False 1,290,042
40 125-065 122-225 2-160 2.0% 0-168 0.4% 76% False False 1,189,049
60 125-065 122-110 2-275 2.3% 0-167 0.4% 79% False False 795,031
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 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-021
2.618 126-072
1.618 125-227
1.000 125-125
0.618 125-062
HIGH 124-280
0.618 124-217
0.500 124-198
0.382 124-178
LOW 124-115
0.618 124-013
1.000 123-270
1.618 123-168
2.618 123-003
4.250 122-054
Fisher Pivots for day following 15-Apr-2014
Pivot 1 day 3 day
R1 124-198 124-230
PP 124-195 124-217
S1 124-192 124-203

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

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