ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 122-090 122-230 0-140 0.4% 122-230
High 122-220 122-270 0-050 0.1% 122-300
Low 122-090 122-230 0-140 0.4% 122-060
Close 122-200 122-260 0-060 0.2% 122-260
Range 0-130 0-040 -0-090 -69.2% 0-240
ATR 0-101 0-099 -0-002 -2.2% 0-000
Volume 2,373 406 -1,967 -82.9% 7,367
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 123-053 123-037 122-282
R3 123-013 122-317 122-271
R2 122-293 122-293 122-267
R1 122-277 122-277 122-264 122-285
PP 122-253 122-253 122-253 122-258
S1 122-237 122-237 122-256 122-245
S2 122-213 122-213 122-253
S3 122-173 122-197 122-249
S4 122-133 122-157 122-238
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 124-287 124-193 123-072
R3 124-047 123-273 123-006
R2 123-127 123-127 122-304
R1 123-033 123-033 122-282 123-080
PP 122-207 122-207 122-207 122-230
S1 122-113 122-113 122-238 122-160
S2 121-287 121-287 122-216
S3 121-047 121-193 122-194
S4 120-127 120-273 122-128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-300 122-060 0-240 0.6% 0-094 0.2% 83% False False 1,473
10 122-300 121-120 1-180 1.3% 0-103 0.3% 92% False False 802
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 123-120
2.618 123-055
1.618 123-015
1.000 122-310
0.618 122-295
HIGH 122-270
0.618 122-255
0.500 122-250
0.382 122-245
LOW 122-230
0.618 122-205
1.000 122-190
1.618 122-165
2.618 122-125
4.250 122-060
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 122-257 122-228
PP 122-253 122-197
S1 122-250 122-165

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

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