ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 125-220 125-215 -0-005 0.0% 124-310
High 126-015 126-015 0-000 0.0% 126-040
Low 125-210 125-200 -0-010 0.0% 124-205
Close 125-235 126-000 0-085 0.2% 125-250
Range 0-125 0-135 0-010 8.0% 1-155
ATR 0-158 0-157 -0-002 -1.0% 0-000
Volume 950,868 1,172,304 221,436 23.3% 6,473,999
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 127-050 127-000 126-074
R3 126-235 126-185 126-037
R2 126-100 126-100 126-025
R1 126-050 126-050 126-012 126-075
PP 125-285 125-285 125-285 125-298
S1 125-235 125-235 125-308 125-260
S2 125-150 125-150 125-295
S3 125-015 125-100 125-283
S4 124-200 124-285 125-246
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
5 126-040 125-010 1-030 0.9% 0-170 0.4% 89% False False 1,367,088
10 126-040 124-150 1-210 1.3% 0-148 0.4% 92% False False 1,246,110
20 126-040 123-190 2-170 2.0% 0-154 0.4% 95% False False 1,240,566
40 126-040 122-225 3-135 2.7% 0-157 0.4% 96% False False 1,217,566
60 126-040 122-225 3-135 2.7% 0-163 0.4% 96% False False 1,256,097
80 126-040 122-225 3-135 2.7% 0-163 0.4% 96% False False 950,857
100 126-040 121-120 4-240 3.8% 0-149 0.4% 97% False False 760,789
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-269
2.618 127-048
1.618 126-233
1.000 126-150
0.618 126-098
HIGH 126-015
0.618 125-283
0.500 125-268
0.382 125-252
LOW 125-200
0.618 125-117
1.000 125-065
1.618 124-302
2.618 124-167
4.250 123-266
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 125-302 125-302
PP 125-285 125-285
S1 125-268 125-268

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

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