ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 124-190 124-245 0-055 0.1% 124-100
High 125-010 125-055 0-045 0.1% 124-235
Low 124-175 124-225 0-050 0.1% 123-250
Close 124-255 125-025 0-090 0.2% 124-085
Range 0-155 0-150 -0-005 -3.2% 0-305
ATR 0-157 0-157 -0-001 -0.3% 0-000
Volume 1,181,032 1,131,588 -49,444 -4.2% 5,373,871
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-125 126-065 125-108
R3 125-295 125-235 125-066
R2 125-145 125-145 125-052
R1 125-085 125-085 125-039 125-115
PP 124-315 124-315 124-315 125-010
S1 124-255 124-255 125-011 124-285
S2 124-165 124-165 124-318
S3 124-015 124-105 124-304
S4 123-185 123-275 124-262
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
5 125-055 124-025 1-030 0.9% 0-132 0.3% 91% True False 990,516
10 125-055 123-250 1-125 1.1% 0-152 0.4% 93% True False 1,069,995
20 125-175 123-250 1-245 1.4% 0-161 0.4% 73% False False 1,163,635
40 126-000 122-280 3-040 2.5% 0-156 0.4% 71% False False 691,141
60 126-000 122-000 4-000 3.2% 0-142 0.4% 77% False False 461,223
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-052
2.618 126-128
1.618 125-298
1.000 125-205
0.618 125-148
HIGH 125-055
0.618 124-318
0.500 124-300
0.382 124-282
LOW 124-225
0.618 124-132
1.000 124-075
1.618 123-302
2.618 123-152
4.250 122-228
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 125-010 124-304
PP 124-315 124-263
S1 124-300 124-222

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

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