ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 14-May-2014
Day Change Summary
Previous Current
13-May-2014 14-May-2014 Change Change % Previous Week
Open 124-230 125-030 0-120 0.3% 124-225
High 125-045 125-260 0-215 0.5% 125-060
Low 124-205 125-010 0-125 0.3% 124-140
Close 125-020 125-200 0-180 0.4% 125-000
Range 0-160 0-250 0-090 56.3% 0-240
ATR 0-153 0-160 0-007 4.5% 0-000
Volume 1,044,585 1,597,706 553,121 53.0% 5,559,688
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 127-267 127-163 126-018
R3 127-017 126-233 125-269
R2 126-087 126-087 125-246
R1 125-303 125-303 125-223 126-035
PP 125-157 125-157 125-157 125-182
S1 125-053 125-053 125-177 125-105
S2 124-227 124-227 125-154
S3 123-297 124-123 125-131
S4 123-047 123-193 125-062
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 127-040 126-260 125-132
R3 126-120 126-020 125-066
R2 125-200 125-200 125-044
R1 125-100 125-100 125-022 125-150
PP 124-280 124-280 124-280 124-305
S1 124-180 124-180 124-298 124-230
S2 124-040 124-040 124-276
S3 123-120 123-260 124-254
S4 122-200 123-020 124-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-260 124-205 1-055 0.9% 0-145 0.4% 84% True False 1,145,112
10 125-260 123-275 1-305 1.6% 0-158 0.4% 90% True False 1,232,793
20 125-260 123-160 2-100 1.8% 0-156 0.4% 92% True False 1,156,565
40 125-260 122-225 3-035 2.5% 0-163 0.4% 94% True False 1,223,303
60 125-260 122-225 3-035 2.5% 0-164 0.4% 94% True False 1,178,221
80 125-260 122-110 3-150 2.8% 0-164 0.4% 95% True False 885,414
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 129-042
2.618 127-274
1.618 127-024
1.000 126-190
0.618 126-094
HIGH 125-260
0.618 125-164
0.500 125-135
0.382 125-106
LOW 125-010
0.618 124-176
1.000 124-080
1.618 123-246
2.618 122-316
4.250 121-228
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 125-178 125-158
PP 125-157 125-115
S1 125-135 125-072

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

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