ECBOT 10 Year T-Note Future September 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 124-165 124-115 -0-050 -0.1% 125-105
High 124-310 124-125 -0-185 -0.5% 125-125
Low 124-095 124-020 -0-075 -0.2% 124-010
Close 124-115 124-060 -0-055 -0.1% 124-115
Range 0-215 0-105 -0-110 -51.2% 1-115
ATR 0-161 0-157 -0-004 -2.5% 0-000
Volume 1,525,315 826,588 -698,727 -45.8% 7,008,100
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 125-063 125-007 124-118
R3 124-278 124-222 124-089
R2 124-173 124-173 124-079
R1 124-117 124-117 124-070 124-092
PP 124-068 124-068 124-068 124-056
S1 124-012 124-012 124-050 123-308
S2 123-283 123-283 124-041
S3 123-178 123-227 124-031
S4 123-073 123-122 124-002
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 128-215 127-280 125-034
R3 127-100 126-165 124-235
R2 125-305 125-305 124-195
R1 125-050 125-050 124-155 124-280
PP 124-190 124-190 124-190 124-145
S1 123-255 123-255 124-075 123-165
S2 123-075 123-075 124-035
S3 121-280 122-140 123-315
S4 120-165 121-025 123-196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-000 124-010 0-310 0.8% 0-177 0.4% 16% False False 1,312,397
10 126-000 124-010 1-310 1.6% 0-168 0.4% 8% False False 1,283,675
20 126-000 123-250 2-070 1.8% 0-157 0.4% 18% False False 670,480
40 126-000 122-180 3-140 2.8% 0-141 0.4% 47% False False 337,222
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 0-042
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125-251
2.618 125-080
1.618 124-295
1.000 124-230
0.618 124-190
HIGH 124-125
0.618 124-085
0.500 124-072
0.382 124-060
LOW 124-020
0.618 123-275
1.000 123-235
1.618 123-170
2.618 123-065
4.250 122-214
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 124-072 124-160
PP 124-068 124-127
S1 124-064 124-093

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

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