ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary
Previous Current
20-May-2014 21-May-2014 Change Change % Previous Week
Open 125-215 125-305 0-090 0.2% 124-310
High 126-015 126-035 0-020 0.0% 126-040
Low 125-200 125-180 -0-020 0.0% 124-205
Close 126-000 125-260 -0-060 -0.1% 125-250
Range 0-135 0-175 0-040 29.6% 1-155
ATR 0-157 0-158 0-001 0.8% 0-000
Volume 1,172,304 1,303,774 131,470 11.2% 6,473,999
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 127-150 127-060 126-036
R3 126-295 126-205 125-308
R2 126-120 126-120 125-292
R1 126-030 126-030 125-276 125-308
PP 125-265 125-265 125-265 125-244
S1 125-175 125-175 125-244 125-132
S2 125-090 125-090 125-228
S3 124-235 125-000 125-212
S4 124-060 124-145 125-164
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
5 126-040 125-125 0-235 0.6% 0-155 0.4% 57% False False 1,308,302
10 126-040 124-205 1-155 1.2% 0-150 0.4% 79% False False 1,226,707
20 126-040 123-190 2-170 2.0% 0-155 0.4% 88% False False 1,254,606
40 126-040 122-225 3-135 2.7% 0-159 0.4% 91% False False 1,223,894
60 126-040 122-225 3-135 2.7% 0-164 0.4% 91% False False 1,257,132
80 126-040 122-225 3-135 2.7% 0-164 0.4% 91% False False 967,138
100 126-040 121-120 4-240 3.8% 0-151 0.4% 93% False False 773,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-139
2.618 127-173
1.618 126-318
1.000 126-210
0.618 126-143
HIGH 126-035
0.618 125-288
0.500 125-268
0.382 125-247
LOW 125-180
0.618 125-072
1.000 125-005
1.618 124-217
2.618 124-042
4.250 123-076
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 125-268 125-268
PP 125-265 125-265
S1 125-262 125-262

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

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