ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 125-080 125-090 0-010 0.0% 125-080
High 125-085 125-120 0-035 0.1% 125-150
Low 124-275 125-015 0-060 0.2% 124-220
Close 125-055 125-055 0-000 0.0% 125-055
Range 0-130 0-105 -0-025 -19.2% 0-250
ATR 0-159 0-155 -0-004 -2.4% 0-000
Volume 9,926 12,850 2,924 29.5% 52,687
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-058 126-002 125-113
R3 125-273 125-217 125-084
R2 125-168 125-168 125-074
R1 125-112 125-112 125-065 125-088
PP 125-063 125-063 125-063 125-051
S1 125-007 125-007 125-045 124-302
S2 124-278 124-278 125-036
S3 124-173 124-222 125-026
S4 124-068 124-117 124-317
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 127-145 127-030 125-192
R3 126-215 126-100 125-124
R2 125-285 125-285 125-101
R1 125-170 125-170 125-078 125-102
PP 125-035 125-035 125-035 125-001
S1 124-240 124-240 125-032 124-172
S2 124-105 124-105 125-009
S3 123-175 123-310 124-306
S4 122-245 123-060 124-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-150 124-220 0-250 0.6% 0-140 0.3% 62% False False 10,763
10 125-265 124-220 1-045 0.9% 0-152 0.4% 42% False False 28,727
20 126-245 124-220 2-025 1.7% 0-146 0.4% 23% False False 637,565
40 126-245 123-160 3-085 2.6% 0-149 0.4% 51% False False 920,032
60 126-245 122-225 4-020 3.2% 0-153 0.4% 61% False False 1,024,977
80 126-245 122-225 4-020 3.2% 0-158 0.4% 61% False False 1,081,090
100 126-245 122-110 4-135 3.5% 0-162 0.4% 64% False False 866,981
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-036
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-246
2.618 126-075
1.618 125-290
1.000 125-225
0.618 125-185
HIGH 125-120
0.618 125-080
0.500 125-068
0.382 125-055
LOW 125-015
0.618 124-270
1.000 124-230
1.618 124-165
2.618 124-060
4.250 123-209
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 125-068 125-052
PP 125-063 125-050
S1 125-059 125-048

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

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