ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 123-080 123-030 -0-050 -0.1% 122-270
High 123-140 124-060 0-240 0.6% 123-230
Low 123-030 123-030 0-000 0.0% 122-110
Close 123-140 124-000 0-180 0.5% 123-140
Range 0-110 1-030 0-240 218.2% 1-120
ATR 0-121 0-138 0-016 13.5% 0-000
Volume 4,772 6,469 1,697 35.6% 2,287
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 127-013 126-197 124-192
R3 125-303 125-167 124-096
R2 124-273 124-273 124-064
R1 124-137 124-137 124-032 124-205
PP 123-243 123-243 123-243 123-278
S1 123-107 123-107 123-288 123-175
S2 122-213 122-213 123-256
S3 121-183 122-077 123-224
S4 120-153 121-047 123-128
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
5 124-060 122-110 1-270 1.5% 0-214 0.5% 90% True False 2,786
10 124-060 122-060 2-000 1.6% 0-162 0.4% 91% True False 2,073
20 124-060 121-120 2-260 2.3% 0-120 0.3% 93% True False 1,147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 128-268
2.618 127-016
1.618 125-306
1.000 125-090
0.618 124-276
HIGH 124-060
0.618 123-246
0.500 123-205
0.382 123-164
LOW 123-030
0.618 122-134
1.000 122-000
1.618 121-104
2.618 120-074
4.250 118-142
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 123-282 123-282
PP 123-243 123-243
S1 123-205 123-205

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

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