ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 123-150 123-200 0-050 0.1% 123-190
High 123-150 123-200 0-050 0.1% 123-260
Low 123-150 123-150 0-000 0.0% 122-210
Close 123-150 123-150 0-000 0.0% 123-150
Range 0-000 0-050 0-050 1-050
ATR 0-092 0-089 -0-003 -3.3% 0-000
Volume 903 119 -784 -86.8% 1,054
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 123-317 123-283 123-178
R3 123-267 123-233 123-164
R2 123-217 123-217 123-159
R1 123-183 123-183 123-155 123-175
PP 123-167 123-167 123-167 123-162
S1 123-133 123-133 123-145 123-125
S2 123-117 123-117 123-141
S3 123-067 123-083 123-136
S4 123-017 123-033 123-122
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-250 126-090 124-034
R3 125-200 125-040 123-252
R2 124-150 124-150 123-218
R1 123-310 123-310 123-184 123-205
PP 123-100 123-100 123-100 123-048
S1 122-260 122-260 123-116 122-155
S2 122-050 122-050 123-082
S3 121-000 121-210 123-048
S4 119-270 120-160 122-266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-260 122-210 1-050 0.9% 0-076 0.2% 70% False False 229
10 123-260 122-210 1-050 0.9% 0-060 0.2% 70% False False 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-092
2.618 124-011
1.618 123-281
1.000 123-250
0.618 123-231
HIGH 123-200
0.618 123-181
0.500 123-175
0.382 123-169
LOW 123-150
0.618 123-119
1.000 123-100
1.618 123-069
2.618 123-019
4.250 122-258
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 123-175 123-205
PP 123-167 123-187
S1 123-158 123-168

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

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