ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 125-135 125-080 -0-055 -0.1% 126-045
High 125-255 125-080 -0-175 -0.4% 126-065
Low 125-060 124-305 -0-075 -0.2% 124-290
Close 125-075 125-020 -0-055 -0.1% 125-075
Range 0-195 0-095 -0-100 -51.3% 1-095
ATR 0-162 0-157 -0-005 -3.0% 0-000
Volume 21,210 11,719 -9,491 -44.7% 417,883
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 125-313 125-262 125-072
R3 125-218 125-167 125-046
R2 125-123 125-123 125-037
R1 125-072 125-072 125-029 125-050
PP 125-028 125-028 125-028 125-018
S1 124-297 124-297 125-011 124-275
S2 124-253 124-253 125-003
S3 124-158 124-202 124-314
S4 124-063 124-107 124-288
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 129-108 128-187 125-303
R3 128-013 127-092 125-189
R2 126-238 126-238 125-151
R1 125-317 125-317 125-113 125-230
PP 125-143 125-143 125-143 125-100
S1 124-222 124-222 125-037 124-135
S2 124-048 124-048 124-319
S3 122-273 123-127 124-281
S4 121-178 122-032 124-167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-265 124-290 0-295 0.7% 0-165 0.4% 17% False False 46,691
10 126-245 124-290 1-275 1.5% 0-159 0.4% 8% False False 736,653
20 126-245 124-205 2-040 1.7% 0-154 0.4% 20% False False 958,574
40 126-245 123-160 3-085 2.6% 0-155 0.4% 48% False False 1,062,737
60 126-245 122-225 4-020 3.2% 0-158 0.4% 58% False False 1,139,503
80 126-245 122-225 4-020 3.2% 0-161 0.4% 58% False False 1,081,886
100 126-245 122-060 4-185 3.7% 0-160 0.4% 63% False False 866,510
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-041
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 126-164
2.618 126-009
1.618 125-234
1.000 125-175
0.618 125-139
HIGH 125-080
0.618 125-044
0.500 125-032
0.382 125-021
LOW 124-305
0.618 124-246
1.000 124-210
1.618 124-151
2.618 124-056
4.250 123-221
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 125-032 125-112
PP 125-028 125-082
S1 125-024 125-051

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

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