ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 23-May-2014
Day Change Summary
Previous Current
22-May-2014 23-May-2014 Change Change % Previous Week
Open 125-255 125-210 -0-045 -0.1% 125-220
High 125-280 125-290 0-010 0.0% 126-035
Low 125-180 125-195 0-015 0.0% 125-180
Close 125-200 125-255 0-055 0.1% 125-255
Range 0-100 0-095 -0-005 -5.0% 0-175
ATR 0-154 0-150 -0-004 -2.7% 0-000
Volume 1,095,637 808,374 -287,263 -26.2% 5,330,957
Daily Pivots for day following 23-May-2014
Classic Woodie Camarilla DeMark
R4 126-212 126-168 125-307
R3 126-117 126-073 125-281
R2 126-022 126-022 125-272
R1 125-298 125-298 125-264 126-000
PP 125-247 125-247 125-247 125-258
S1 125-203 125-203 125-246 125-225
S2 125-152 125-152 125-238
S3 125-057 125-108 125-229
S4 124-282 125-013 125-203
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 127-148 127-057 126-031
R3 126-293 126-202 125-303
R2 126-118 126-118 125-287
R1 126-027 126-027 125-271 126-072
PP 125-263 125-263 125-263 125-286
S1 125-172 125-172 125-239 125-218
S2 125-088 125-088 125-223
S3 124-233 124-317 125-207
S4 124-058 124-142 125-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-035 125-180 0-175 0.4% 0-126 0.3% 43% False False 1,066,191
10 126-040 124-205 1-155 1.2% 0-148 0.4% 78% False False 1,180,495
20 126-040 123-220 2-140 1.9% 0-151 0.4% 87% False False 1,227,055
40 126-040 122-225 3-135 2.7% 0-156 0.4% 90% False False 1,205,255
60 126-040 122-225 3-135 2.7% 0-163 0.4% 90% False False 1,243,461
80 126-040 122-225 3-135 2.7% 0-160 0.4% 90% False False 990,797
100 126-040 121-120 4-240 3.8% 0-152 0.4% 93% False False 792,867
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 127-054
2.618 126-219
1.618 126-124
1.000 126-065
0.618 126-029
HIGH 125-290
0.618 125-254
0.500 125-242
0.382 125-231
LOW 125-195
0.618 125-136
1.000 125-100
1.618 125-041
2.618 124-266
4.250 124-111
Fisher Pivots for day following 23-May-2014
Pivot 1 day 3 day
R1 125-251 125-268
PP 125-247 125-263
S1 125-242 125-259

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

View Archives - Comment on this page... - Back to Index of Symbols