ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 14-Jan-2014
Day Change Summary
Previous Current
13-Jan-2014 14-Jan-2014 Change Change % Previous Week
Open 122-230 122-240 0-010 0.0% 121-300
High 122-300 122-240 -0-060 -0.2% 122-230
Low 122-210 122-170 -0-040 -0.1% 121-120
Close 122-300 122-170 -0-130 -0.3% 122-210
Range 0-090 0-070 -0-020 -22.2% 1-110
ATR 0-000 0-096 0-096 0-000
Volume 209 1,309 1,100 526.3% 657
Daily Pivots for day following 14-Jan-2014
Classic Woodie Camarilla DeMark
R4 123-083 123-037 122-208
R3 123-013 122-287 122-189
R2 122-263 122-263 122-183
R1 122-217 122-217 122-176 122-205
PP 122-193 122-193 122-193 122-188
S1 122-147 122-147 122-164 122-135
S2 122-123 122-123 122-157
S3 122-053 122-077 122-151
S4 121-303 122-007 122-132
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% 0-132 0.3% 74% False False 434
10 122-300 121-120 1-180 1.3% 0-078 0.2% 74% False False 221
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 123-218
2.618 123-103
1.618 123-033
1.000 122-310
0.618 122-283
HIGH 122-240
0.618 122-213
0.500 122-205
0.382 122-197
LOW 122-170
0.618 122-127
1.000 122-100
1.618 122-057
2.618 121-307
4.250 121-192
Fisher Pivots for day following 14-Jan-2014
Pivot 1 day 3 day
R1 122-205 122-150
PP 122-193 122-130
S1 122-182 122-110

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

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