ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 124-160 124-120 -0-040 -0.1% 124-100
High 124-235 124-145 -0-090 -0.2% 124-235
Low 124-040 124-025 -0-015 0.0% 123-250
Close 124-110 124-085 -0-025 -0.1% 124-085
Range 0-195 0-120 -0-075 -38.5% 0-305
ATR 0-167 0-164 -0-003 -2.0% 0-000
Volume 1,324,008 849,313 -474,695 -35.9% 5,373,871
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 125-125 125-065 124-151
R3 125-005 124-265 124-118
R2 124-205 124-205 124-107
R1 124-145 124-145 124-096 124-115
PP 124-085 124-085 124-085 124-070
S1 124-025 124-025 124-074 123-315
S2 123-285 123-285 124-063
S3 123-165 123-225 124-052
S4 123-045 123-105 124-019
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 127-038 126-207 124-253
R3 126-053 125-222 124-169
R2 125-068 125-068 124-141
R1 124-237 124-237 124-113 124-160
PP 124-083 124-083 124-083 124-045
S1 123-252 123-252 124-057 123-175
S2 123-098 123-098 124-029
S3 122-113 122-267 124-001
S4 121-128 121-282 123-237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-235 123-250 0-305 0.8% 0-165 0.4% 51% False False 1,074,774
10 124-235 123-250 0-305 0.8% 0-160 0.4% 51% False False 1,090,636
20 126-000 123-250 2-070 1.8% 0-164 0.4% 22% False False 1,154,331
40 126-000 122-270 3-050 2.5% 0-153 0.4% 45% False False 588,888
60 126-000 122-000 4-000 3.2% 0-134 0.3% 57% False False 392,842
Crabel Price Patterns
NR True
NR4 True
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 0-035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-015
2.618 125-139
1.618 125-019
1.000 124-265
0.618 124-219
HIGH 124-145
0.618 124-099
0.500 124-085
0.382 124-071
LOW 124-025
0.618 123-271
1.000 123-225
1.618 123-151
2.618 123-031
4.250 122-155
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 124-085 124-084
PP 124-085 124-083
S1 124-085 124-082

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

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