ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 125-240 125-285 0-045 0.1% 125-220
High 125-295 126-170 0-195 0.5% 126-035
Low 125-195 125-280 0-085 0.2% 125-180
Close 125-290 126-155 0-185 0.5% 125-255
Range 0-100 0-210 0-110 110.0% 0-175
ATR 0-146 0-151 0-005 3.1% 0-000
Volume 1,944,336 2,967,600 1,023,264 52.6% 5,330,957
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 128-085 128-010 126-270
R3 127-195 127-120 126-213
R2 126-305 126-305 126-194
R1 126-230 126-230 126-174 126-268
PP 126-095 126-095 126-095 126-114
S1 126-020 126-020 126-136 126-058
S2 125-205 125-205 126-116
S3 124-315 125-130 126-097
S4 124-105 124-240 126-040
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
5 126-170 125-180 0-310 0.8% 0-136 0.3% 95% True False 1,623,944
10 126-170 125-010 1-160 1.2% 0-153 0.4% 97% True False 1,495,516
20 126-170 123-260 2-230 2.1% 0-154 0.4% 98% True False 1,360,829
40 126-170 122-225 3-265 3.0% 0-156 0.4% 99% True False 1,271,387
60 126-170 122-225 3-265 3.0% 0-161 0.4% 99% True False 1,274,979
80 126-170 122-225 3-265 3.0% 0-161 0.4% 99% True False 1,052,060
100 126-170 121-120 5-050 4.1% 0-155 0.4% 99% True False 841,986
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 129-102
2.618 128-080
1.618 127-190
1.000 127-060
0.618 126-300
HIGH 126-170
0.618 126-090
0.500 126-065
0.382 126-040
LOW 125-280
0.618 125-150
1.000 125-070
1.618 124-260
2.618 124-050
4.250 123-028
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 126-125 126-111
PP 126-095 126-067
S1 126-065 126-022

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

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