ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 21-Apr-2014
Day Change Summary
Previous Current
17-Apr-2014 21-Apr-2014 Change Change % Previous Week
Open 124-130 123-230 -0-220 -0.6% 124-265
High 124-175 123-305 -0-190 -0.5% 125-025
Low 123-200 123-185 -0-015 0.0% 123-200
Close 123-240 123-235 -0-005 0.0% 123-240
Range 0-295 0-120 -0-175 -59.3% 1-145
ATR 0-174 0-170 -0-004 -2.2% 0-000
Volume 1,141,002 433,570 -707,432 -62.0% 4,537,705
Daily Pivots for day following 21-Apr-2014
Classic Woodie Camarilla DeMark
R4 124-282 124-218 123-301
R3 124-162 124-098 123-268
R2 124-042 124-042 123-257
R1 123-298 123-298 123-246 124-010
PP 123-242 123-242 123-242 123-258
S1 123-178 123-178 123-224 123-210
S2 123-122 123-122 123-213
S3 123-002 123-058 123-202
S4 122-202 122-258 123-169
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 128-163 127-187 124-176
R3 127-018 126-042 124-048
R2 125-193 125-193 124-005
R1 124-217 124-217 123-283 124-132
PP 124-048 124-048 124-048 124-006
S1 123-072 123-072 123-197 122-308
S2 122-223 122-223 123-155
S3 121-078 121-247 123-112
S4 119-253 120-102 122-304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-025 123-185 1-160 1.2% 0-178 0.4% 10% False True 994,255
10 125-025 123-185 1-160 1.2% 0-170 0.4% 10% False True 1,155,009
20 125-025 122-225 2-120 1.9% 0-162 0.4% 43% False False 1,207,342
40 125-065 122-225 2-160 2.0% 0-168 0.4% 41% False False 1,252,257
60 125-065 122-225 2-160 2.0% 0-167 0.4% 41% False False 838,829
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 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-175
2.618 124-299
1.618 124-179
1.000 124-105
0.618 124-059
HIGH 123-305
0.618 123-259
0.500 123-245
0.382 123-231
LOW 123-185
0.618 123-111
1.000 123-065
1.618 122-311
2.618 122-191
4.250 121-315
Fisher Pivots for day following 21-Apr-2014
Pivot 1 day 3 day
R1 123-245 124-035
PP 123-242 123-315
S1 123-238 123-275

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

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