ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 30-May-2014
Day Change Summary
Previous Current
29-May-2014 30-May-2014 Change Change % Previous Week
Open 126-135 126-080 -0-055 -0.1% 125-240
High 126-245 126-110 -0-135 -0.3% 126-245
Low 126-070 126-010 -0-060 -0.1% 125-195
Close 126-130 126-105 -0-025 -0.1% 126-105
Range 0-175 0-100 -0-075 -42.9% 1-050
ATR 0-152 0-150 -0-002 -1.5% 0-000
Volume 1,711,331 313,666 -1,397,665 -81.7% 6,936,933
Daily Pivots for day following 30-May-2014
Classic Woodie Camarilla DeMark
R4 127-055 127-020 126-160
R3 126-275 126-240 126-132
R2 126-175 126-175 126-123
R1 126-140 126-140 126-114 126-158
PP 126-075 126-075 126-075 126-084
S1 126-040 126-040 126-096 126-058
S2 125-295 125-295 126-087
S3 125-195 125-260 126-078
S4 125-095 125-160 126-050
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 129-225 129-055 126-308
R3 128-175 128-005 126-207
R2 127-125 127-125 126-173
R1 126-275 126-275 126-139 127-040
PP 126-075 126-075 126-075 126-118
S1 125-225 125-225 126-071 125-310
S2 125-025 125-025 126-037
S3 123-295 124-175 126-003
S4 122-245 123-125 125-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-245 125-195 1-050 0.9% 0-136 0.3% 62% False False 1,549,061
10 126-245 125-180 1-065 1.0% 0-132 0.3% 64% False False 1,334,682
20 126-245 123-275 2-290 2.3% 0-149 0.4% 85% False False 1,337,898
40 126-245 122-225 4-020 3.2% 0-157 0.4% 89% False False 1,264,778
60 126-245 122-225 4-020 3.2% 0-160 0.4% 89% False False 1,265,978
80 126-245 122-225 4-020 3.2% 0-160 0.4% 89% False False 1,077,255
100 126-245 121-120 5-125 4.3% 0-157 0.4% 92% False False 862,236
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 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-215
2.618 127-052
1.618 126-272
1.000 126-210
0.618 126-172
HIGH 126-110
0.618 126-072
0.500 126-060
0.382 126-048
LOW 126-010
0.618 125-268
1.000 125-230
1.618 125-168
2.618 125-068
4.250 124-225
Fisher Pivots for day following 30-May-2014
Pivot 1 day 3 day
R1 126-090 126-104
PP 126-075 126-103
S1 126-060 126-102

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

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