ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 125-065 125-065 0-000 0.0% 125-240
High 125-145 125-170 0-025 0.1% 126-245
Low 125-015 124-290 -0-045 -0.1% 125-195
Close 125-050 125-115 0-065 0.2% 126-105
Range 0-130 0-200 0-070 53.8% 1-050
ATR 0-157 0-160 0-003 2.0% 0-000
Volume 51,300 37,798 -13,502 -26.3% 6,936,933
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 127-045 126-280 125-225
R3 126-165 126-080 125-170
R2 125-285 125-285 125-152
R1 125-200 125-200 125-133 125-242
PP 125-085 125-085 125-085 125-106
S1 125-000 125-000 125-097 125-042
S2 124-205 124-205 125-078
S3 124-005 124-120 125-060
S4 123-125 123-240 125-005
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
5 126-110 124-290 1-140 1.1% 0-163 0.4% 32% False True 142,067
10 126-245 124-290 1-275 1.5% 0-150 0.4% 24% False True 923,761
20 126-245 124-205 2-040 1.7% 0-150 0.4% 34% False False 1,075,234
40 126-245 123-160 3-085 2.6% 0-158 0.4% 57% False False 1,137,216
60 126-245 122-225 4-020 3.2% 0-161 0.4% 65% False False 1,194,161
80 126-245 122-225 4-020 3.2% 0-161 0.4% 65% False False 1,081,827
100 126-245 122-060 4-185 3.7% 0-159 0.4% 69% False False 866,196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-060
2.618 127-054
1.618 126-174
1.000 126-050
0.618 125-294
HIGH 125-170
0.618 125-094
0.500 125-070
0.382 125-046
LOW 124-290
0.618 124-166
1.000 124-090
1.618 123-286
2.618 123-086
4.250 122-080
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 125-100 125-118
PP 125-085 125-117
S1 125-070 125-116

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

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