ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 29-May-2014
Day Change Summary
Previous Current
28-May-2014 29-May-2014 Change Change % Previous Week
Open 125-285 126-135 0-170 0.4% 125-220
High 126-170 126-245 0-075 0.2% 126-035
Low 125-280 126-070 0-110 0.3% 125-180
Close 126-155 126-130 -0-025 -0.1% 125-255
Range 0-210 0-175 -0-035 -16.7% 0-175
ATR 0-151 0-152 0-002 1.2% 0-000
Volume 2,967,600 1,711,331 -1,256,269 -42.3% 5,330,957
Daily Pivots for day following 29-May-2014
Classic Woodie Camarilla DeMark
R4 128-033 127-257 126-226
R3 127-178 127-082 126-178
R2 127-003 127-003 126-162
R1 126-227 126-227 126-146 126-188
PP 126-148 126-148 126-148 126-129
S1 126-052 126-052 126-114 126-012
S2 125-293 125-293 126-098
S3 125-118 125-197 126-082
S4 124-263 125-022 126-034
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
5 126-245 125-180 1-065 1.0% 0-136 0.3% 70% True False 1,705,455
10 126-245 125-125 1-120 1.1% 0-146 0.4% 74% True False 1,506,879
20 126-245 123-275 2-290 2.3% 0-152 0.4% 88% True False 1,369,836
40 126-245 122-225 4-020 3.2% 0-159 0.4% 91% True False 1,289,925
60 126-245 122-225 4-020 3.2% 0-160 0.4% 91% True False 1,281,872
80 126-245 122-225 4-020 3.2% 0-160 0.4% 91% True False 1,073,408
100 126-245 121-120 5-125 4.3% 0-156 0.4% 93% True False 859,099
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-029
2.618 128-063
1.618 127-208
1.000 127-100
0.618 127-033
HIGH 126-245
0.618 126-178
0.500 126-158
0.382 126-137
LOW 126-070
0.618 125-282
1.000 125-215
1.618 125-107
2.618 124-252
4.250 123-286
Fisher Pivots for day following 29-May-2014
Pivot 1 day 3 day
R1 126-158 126-107
PP 126-148 126-083
S1 126-139 126-060

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

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