ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 122-110 123-040 0-250 0.6% 122-270
High 123-090 123-230 0-140 0.4% 123-230
Low 122-110 123-040 0-250 0.6% 122-110
Close 123-060 123-140 0-080 0.2% 123-140
Range 0-300 0-190 -0-110 -36.7% 1-120
ATR 0-117 0-122 0-005 4.4% 0-000
Volume 588 745 157 26.7% 2,287
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 125-067 124-293 123-244
R3 124-197 124-103 123-192
R2 124-007 124-007 123-175
R1 123-233 123-233 123-157 123-280
PP 123-137 123-137 123-137 123-160
S1 123-043 123-043 123-123 123-090
S2 122-267 122-267 123-105
S3 122-077 122-173 123-088
S4 121-207 121-303 123-036
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 127-093 126-237 124-062
R3 125-293 125-117 123-261
R2 124-173 124-173 123-221
R1 123-317 123-317 123-180 124-085
PP 123-053 123-053 123-053 123-098
S1 122-197 122-197 123-100 122-285
S2 121-253 121-253 123-059
S3 120-133 121-077 123-019
S4 119-013 119-277 122-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-230 122-110 1-120 1.1% 0-154 0.4% 80% True False 538
10 123-230 121-240 1-310 1.6% 0-151 0.4% 86% True False 1,008
20 123-230 121-120 2-110 1.9% 0-093 0.2% 88% True False 518
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 0-005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-078
2.618 125-087
1.618 124-217
1.000 124-100
0.618 124-027
HIGH 123-230
0.618 123-157
0.500 123-135
0.382 123-113
LOW 123-040
0.618 122-243
1.000 122-170
1.618 122-053
2.618 121-183
4.250 120-192
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 123-138 123-097
PP 123-137 123-053
S1 123-135 123-010

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

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