ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 125-185 125-300 0-115 0.3% 124-310
High 126-040 126-005 -0-035 -0.1% 126-040
Low 125-125 125-220 0-095 0.2% 124-205
Close 125-295 125-250 -0-045 -0.1% 125-250
Range 0-235 0-105 -0-130 -55.3% 1-155
ATR 0-165 0-161 -0-004 -2.6% 0-000
Volume 2,035,636 1,078,930 -956,706 -47.0% 6,473,999
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 126-260 126-200 125-308
R3 126-155 126-095 125-279
R2 126-050 126-050 125-269
R1 125-310 125-310 125-260 125-288
PP 125-265 125-265 125-265 125-254
S1 125-205 125-205 125-240 125-182
S2 125-160 125-160 125-231
S3 125-055 125-100 125-221
S4 124-270 124-315 125-192
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 129-310 129-115 126-191
R3 128-155 127-280 126-061
R2 127-000 127-000 126-017
R1 126-125 126-125 125-294 126-222
PP 125-165 125-165 125-165 125-214
S1 124-290 124-290 125-206 125-068
S2 124-010 124-010 125-163
S3 122-175 123-135 125-119
S4 121-020 121-300 124-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-040 124-205 1-155 1.2% 0-170 0.4% 77% False False 1,294,799
10 126-040 124-140 1-220 1.3% 0-143 0.4% 80% False False 1,203,368
20 126-040 123-160 2-200 2.1% 0-153 0.4% 87% False False 1,202,499
40 126-040 122-225 3-135 2.7% 0-157 0.4% 90% False False 1,218,684
60 126-040 122-225 3-135 2.7% 0-163 0.4% 90% False False 1,228,932
80 126-040 122-110 3-250 3.0% 0-166 0.4% 91% False False 924,334
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-131
2.618 126-280
1.618 126-175
1.000 126-110
0.618 126-070
HIGH 126-005
0.618 125-285
0.500 125-272
0.382 125-260
LOW 125-220
0.618 125-155
1.000 125-115
1.618 125-050
2.618 124-265
4.250 124-094
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 125-272 125-228
PP 125-265 125-207
S1 125-258 125-185

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

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