ECBOT 10 Year T-Note Future September 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 125-200 125-150 -0-050 -0.1% 124-310
High 126-000 125-175 -0-145 -0.4% 126-000
Low 125-135 125-070 -0-065 -0.2% 124-260
Close 125-200 125-165 -0-035 -0.1% 125-165
Range 0-185 0-105 -0-080 -43.2% 1-060
ATR 0-144 0-143 -0-001 -0.7% 0-000
Volume 1,441,672 1,254,982 -186,690 -12.9% 5,002,068
Daily Pivots for day following 30-May-2014
Classic Woodie Camarilla DeMark
R4 126-132 126-093 125-223
R3 126-027 125-308 125-194
R2 125-242 125-242 125-184
R1 125-203 125-203 125-175 125-222
PP 125-137 125-137 125-137 125-146
S1 125-098 125-098 125-155 125-118
S2 125-032 125-032 125-146
S3 124-247 124-313 125-136
S4 124-142 124-208 125-107
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 129-002 128-143 126-054
R3 127-262 127-083 125-270
R2 126-202 126-202 125-235
R1 126-023 126-023 125-200 126-112
PP 125-142 125-142 125-142 125-186
S1 124-283 124-283 125-130 125-052
S2 124-082 124-082 125-095
S3 123-022 123-223 125-060
S4 121-282 122-163 124-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-000 124-250 1-070 1.0% 0-142 0.4% 60% False False 1,034,431
10 126-000 124-230 1-090 1.0% 0-135 0.3% 62% False False 550,026
20 126-000 122-280 3-040 2.5% 0-149 0.4% 85% False False 281,181
40 126-000 122-000 4-000 3.2% 0-132 0.3% 88% False False 141,383
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
4.250 126-301
2.618 126-130
1.618 126-025
1.000 125-280
0.618 125-240
HIGH 125-175
0.618 125-135
0.500 125-122
0.382 125-110
LOW 125-070
0.618 125-005
1.000 124-285
1.618 124-220
2.618 124-115
4.250 123-264
Fisher Pivots for day following 30-May-2014
Pivot 1 day 3 day
R1 125-151 125-170
PP 125-137 125-168
S1 125-122 125-167

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

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