ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 124-275 124-140 -0-135 -0.3% 124-120
High 124-315 124-160 -0-155 -0.4% 125-090
Low 124-120 123-260 -0-180 -0.5% 124-070
Close 124-125 124-070 -0-055 -0.1% 125-030
Range 0-195 0-220 0-025 12.8% 1-020
ATR 0-149 0-154 0-005 3.4% 0-000
Volume 1,074,349 1,313,422 239,073 22.3% 4,855,096
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 126-077 125-293 124-191
R3 125-177 125-073 124-130
R2 124-277 124-277 124-110
R1 124-173 124-173 124-090 124-115
PP 124-057 124-057 124-057 124-028
S1 123-273 123-273 124-050 123-215
S2 123-157 123-157 124-030
S3 122-257 123-053 124-010
S4 122-037 122-153 123-269
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
5 125-090 123-260 1-150 1.2% 0-142 0.4% 28% False True 959,401
10 125-090 123-260 1-150 1.2% 0-137 0.3% 28% False True 974,959
20 125-090 123-250 1-160 1.2% 0-153 0.4% 29% False False 1,066,598
40 126-000 123-250 2-070 1.8% 0-152 0.4% 20% False False 810,446
60 126-000 122-180 3-140 2.8% 0-146 0.4% 48% False False 541,163
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 0-026
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 127-135
2.618 126-096
1.618 125-196
1.000 125-060
0.618 124-296
HIGH 124-160
0.618 124-076
0.500 124-050
0.382 124-024
LOW 123-260
0.618 123-124
1.000 123-040
1.618 122-224
2.618 122-004
4.250 120-285
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 124-063 124-155
PP 124-057 124-127
S1 124-050 124-098

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

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