ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 125-025 124-275 -0-070 -0.2% 124-120
High 125-050 124-315 -0-055 -0.1% 125-090
Low 124-260 124-120 -0-140 -0.4% 124-070
Close 124-280 124-125 -0-155 -0.4% 125-030
Range 0-110 0-195 0-085 77.3% 1-020
ATR 0-146 0-149 0-004 2.4% 0-000
Volume 832,276 1,074,349 242,073 29.1% 4,855,096
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 126-132 126-003 124-232
R3 125-257 125-128 124-179
R2 125-062 125-062 124-161
R1 124-253 124-253 124-143 124-220
PP 124-187 124-187 124-187 124-170
S1 124-058 124-058 124-107 124-025
S2 123-312 123-312 124-089
S3 123-117 123-183 124-071
S4 122-242 122-308 124-018
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 128-017 127-203 125-217
R3 126-317 126-183 125-124
R2 125-297 125-297 125-092
R1 125-163 125-163 125-061 125-230
PP 124-277 124-277 124-277 124-310
S1 124-143 124-143 124-319 124-210
S2 123-257 123-257 124-288
S3 122-237 123-123 124-256
S4 121-217 122-103 124-163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-090 124-120 0-290 0.7% 0-128 0.3% 2% False True 923,035
10 125-090 124-025 1-065 1.0% 0-134 0.3% 26% False False 976,017
20 125-090 123-250 1-160 1.2% 0-153 0.4% 41% False False 1,076,088
40 126-000 123-200 2-120 1.9% 0-150 0.4% 32% False False 777,696
60 126-000 122-180 3-140 2.8% 0-144 0.4% 53% False False 519,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 127-184
2.618 126-186
1.618 125-311
1.000 125-190
0.618 125-116
HIGH 124-315
0.618 124-241
0.500 124-218
0.382 124-194
LOW 124-120
0.618 123-319
1.000 123-245
1.618 123-124
2.618 122-249
4.250 121-251
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 124-218 124-258
PP 124-187 124-213
S1 124-156 124-169

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

View Archives - Comment on this page... - Back to Index of Symbols