ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 125-210 125-240 0-030 0.1% 125-220
High 125-290 125-295 0-005 0.0% 126-035
Low 125-195 125-195 0-000 0.0% 125-180
Close 125-255 125-290 0-035 0.1% 125-255
Range 0-095 0-100 0-005 5.3% 0-175
ATR 0-150 0-146 -0-004 -2.4% 0-000
Volume 808,374 1,944,336 1,135,962 140.5% 5,330,957
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 126-240 126-205 126-025
R3 126-140 126-105 125-318
R2 126-040 126-040 125-308
R1 126-005 126-005 125-299 126-022
PP 125-260 125-260 125-260 125-269
S1 125-225 125-225 125-281 125-242
S2 125-160 125-160 125-272
S3 125-060 125-125 125-262
S4 124-280 125-025 125-235
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% 0-121 0.3% 63% False False 1,264,885
10 126-040 124-205 1-155 1.2% 0-148 0.4% 85% False False 1,303,215
20 126-040 123-220 2-140 1.9% 0-149 0.4% 91% False False 1,268,928
40 126-040 122-225 3-135 2.7% 0-155 0.4% 94% False False 1,229,462
60 126-040 122-225 3-135 2.7% 0-161 0.4% 94% False False 1,251,145
80 126-040 122-225 3-135 2.7% 0-160 0.4% 94% False False 1,015,024
100 126-040 121-120 4-240 3.8% 0-153 0.4% 95% False False 812,310
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-080
2.618 126-237
1.618 126-137
1.000 126-075
0.618 126-037
HIGH 125-295
0.618 125-257
0.500 125-245
0.382 125-233
LOW 125-195
0.618 125-133
1.000 125-095
1.618 125-033
2.618 124-253
4.250 124-090
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 125-275 125-272
PP 125-260 125-255
S1 125-245 125-238

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

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