ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 121-160 121-240 0-080 0.2% 121-300
High 121-220 122-230 1-010 0.8% 122-230
Low 121-120 121-240 0-120 0.3% 121-120
Close 121-220 122-210 0-310 0.8% 122-210
Range 0-100 0-310 0-210 210.0% 1-110
ATR
Volume 199 427 228 114.6% 657
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 125-090 124-300 123-060
R3 124-100 123-310 122-295
R2 123-110 123-110 122-267
R1 123-000 123-000 122-238 123-055
PP 122-120 122-120 122-120 122-148
S1 122-010 122-010 122-182 122-065
S2 121-130 121-130 122-153
S3 120-140 121-020 122-125
S4 119-150 120-030 122-040
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 126-090 125-260 123-126
R3 124-300 124-150 123-008
R2 123-190 123-190 122-289
R1 123-040 123-040 122-249 123-115
PP 122-080 122-080 122-080 122-118
S1 121-250 121-250 122-171 122-005
S2 120-290 120-290 122-131
S3 119-180 120-140 122-092
S4 118-070 119-030 121-294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-230 121-120 1-110 1.1% 0-112 0.3% 95% True False 131
10 122-230 121-120 1-110 1.1% 0-066 0.2% 95% True False 70
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 0-006
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 126-268
2.618 125-082
1.618 124-092
1.000 123-220
0.618 123-102
HIGH 122-230
0.618 122-112
0.500 122-075
0.382 122-038
LOW 121-240
0.618 121-048
1.000 120-250
1.618 120-058
2.618 119-068
4.250 117-202
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 122-165 122-145
PP 122-120 122-080
S1 122-075 122-015

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

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