ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 122-190 122-090 -0-100 -0.3% 121-300
High 122-200 122-220 0-020 0.1% 122-230
Low 122-060 122-090 0-030 0.1% 121-120
Close 122-100 122-200 0-100 0.3% 122-210
Range 0-140 0-130 -0-010 -7.1% 1-110
ATR 0-099 0-101 0-002 2.2% 0-000
Volume 3,070 2,373 -697 -22.7% 657
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 123-240 123-190 122-272
R3 123-110 123-060 122-236
R2 122-300 122-300 122-224
R1 122-250 122-250 122-212 122-275
PP 122-170 122-170 122-170 122-182
S1 122-120 122-120 122-188 122-145
S2 122-040 122-040 122-176
S3 121-230 121-310 122-164
S4 121-100 121-180 122-128
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
5 122-300 121-240 1-060 1.0% 0-148 0.4% 74% False False 1,477
10 122-300 121-120 1-180 1.3% 0-100 0.3% 80% False False 762
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 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-132
2.618 123-240
1.618 123-110
1.000 123-030
0.618 122-300
HIGH 122-220
0.618 122-170
0.500 122-155
0.382 122-140
LOW 122-090
0.618 122-010
1.000 121-280
1.618 121-200
2.618 121-070
4.250 120-178
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 122-185 122-183
PP 122-170 122-167
S1 122-155 122-150

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

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