ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 25-Jun-2014
Day Change Summary
Previous Current
24-Jun-2014 25-Jun-2014 Change Change % Previous Week
Open 124-080 124-190 0-110 0.3% 124-100
High 124-205 125-010 0-125 0.3% 124-235
Low 124-070 124-175 0-105 0.3% 123-250
Close 124-180 124-255 0-075 0.2% 124-085
Range 0-135 0-155 0-020 14.8% 0-305
ATR 0-157 0-157 0-000 -0.1% 0-000
Volume 1,130,867 1,181,032 50,165 4.4% 5,373,871
Daily Pivots for day following 25-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-078 126-002 125-020
R3 125-243 125-167 124-298
R2 125-088 125-088 124-283
R1 125-012 125-012 124-269 125-050
PP 124-253 124-253 124-253 124-272
S1 124-177 124-177 124-241 124-215
S2 124-098 124-098 124-227
S3 123-263 124-022 124-212
S4 123-108 123-187 124-170
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
5 125-010 124-025 0-305 0.8% 0-141 0.4% 75% True False 1,029,000
10 125-010 123-250 1-080 1.0% 0-160 0.4% 81% True False 1,092,951
20 126-000 123-250 2-070 1.8% 0-162 0.4% 46% False False 1,179,140
40 126-000 122-280 3-040 2.5% 0-156 0.4% 62% False False 662,885
60 126-000 122-000 4-000 3.2% 0-140 0.3% 70% False False 442,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-029
2.618 126-096
1.618 125-261
1.000 125-165
0.618 125-106
HIGH 125-010
0.618 124-271
0.500 124-252
0.382 124-234
LOW 124-175
0.618 124-079
1.000 124-020
1.618 123-244
2.618 123-089
4.250 122-156
Fisher Pivots for day following 25-Jun-2014
Pivot 1 day 3 day
R1 124-254 124-237
PP 124-253 124-218
S1 124-252 124-200

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

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