ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 121-240 122-230 0-310 0.8% 121-300
High 122-230 122-300 0-070 0.2% 122-230
Low 121-240 122-210 0-290 0.7% 121-120
Close 122-210 122-300 0-090 0.2% 122-210
Range 0-310 0-090 -0-220 -71.0% 1-110
ATR
Volume 427 209 -218 -51.1% 657
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 123-220 123-190 123-030
R3 123-130 123-100 123-005
R2 123-040 123-040 122-316
R1 123-010 123-010 122-308 123-025
PP 122-270 122-270 122-270 122-278
S1 122-240 122-240 122-292 122-255
S2 122-180 122-180 122-284
S3 122-090 122-150 122-275
S4 122-000 122-060 122-250
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
5 122-300 121-120 1-180 1.3% 0-128 0.3% 100% True False 173
10 122-300 121-120 1-180 1.3% 0-074 0.2% 100% True False 90
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 0-008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-042
2.618 123-216
1.618 123-126
1.000 123-070
0.618 123-036
HIGH 122-300
0.618 122-266
0.500 122-255
0.382 122-244
LOW 122-210
0.618 122-154
1.000 122-120
1.618 122-064
2.618 121-294
4.250 121-148
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 122-285 122-217
PP 122-270 122-133
S1 122-255 122-050

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

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