ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 124-010 124-070 0-060 0.2% 123-240
High 124-090 124-100 0-010 0.0% 124-100
Low 123-290 124-020 0-050 0.1% 123-180
Close 124-080 124-040 -0-040 -0.1% 124-040
Range 0-120 0-080 -0-040 -33.3% 0-240
ATR 0-134 0-130 -0-004 -2.9% 0-000
Volume 11,201 17,000 5,799 51.8% 43,061
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 124-293 124-247 124-084
R3 124-213 124-167 124-062
R2 124-133 124-133 124-055
R1 124-087 124-087 124-047 124-070
PP 124-053 124-053 124-053 124-045
S1 124-007 124-007 124-033 123-310
S2 123-293 123-293 124-025
S3 123-213 123-247 124-018
S4 123-133 123-167 123-316
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 126-080 125-300 124-172
R3 125-160 125-060 124-106
R2 124-240 124-240 124-084
R1 124-140 124-140 124-062 124-190
PP 124-000 124-000 124-000 124-025
S1 123-220 123-220 124-018 123-270
S2 123-080 123-080 123-316
S3 122-160 122-300 123-294
S4 121-240 122-060 123-228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-100 123-180 0-240 0.6% 0-106 0.3% 75% True False 8,612
10 124-100 122-270 1-150 1.2% 0-141 0.4% 87% True False 6,277
20 124-100 122-180 1-240 1.4% 0-125 0.3% 89% True False 3,964
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 0-042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-120
2.618 124-309
1.618 124-229
1.000 124-180
0.618 124-149
HIGH 124-100
0.618 124-069
0.500 124-060
0.382 124-051
LOW 124-020
0.618 123-291
1.000 123-260
1.618 123-211
2.618 123-131
4.250 123-000
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 124-060 124-023
PP 124-053 124-007
S1 124-047 123-310

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

View Archives - Comment on this page... - Back to Index of Symbols