ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 31-Jan-2014
Day Change Summary
Previous Current
30-Jan-2014 31-Jan-2014 Change Change % Previous Week
Open 123-260 123-260 0-000 0.0% 123-160
High 123-260 124-080 0-140 0.4% 124-080
Low 123-180 123-260 0-080 0.2% 123-030
Close 123-260 124-040 0-100 0.3% 124-040
Range 0-080 0-140 0-060 75.0% 1-050
ATR 0-138 0-138 0-000 0.1% 0-000
Volume 6,169 4,707 -1,462 -23.7% 23,476
Daily Pivots for day following 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 125-120 125-060 124-117
R3 124-300 124-240 124-078
R2 124-160 124-160 124-066
R1 124-100 124-100 124-053 124-130
PP 124-020 124-020 124-020 124-035
S1 123-280 123-280 124-027 123-310
S2 123-200 123-200 124-014
S3 123-060 123-140 124-002
S4 122-240 123-000 123-283
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 127-093 126-277 124-244
R3 126-043 125-227 124-142
R2 124-313 124-313 124-108
R1 124-177 124-177 124-074 124-245
PP 123-263 123-263 123-263 123-298
S1 123-127 123-127 124-006 123-195
S2 122-213 122-213 123-292
S3 121-163 122-077 123-258
S4 120-113 121-027 123-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-080 123-030 1-050 0.9% 0-160 0.4% 89% True False 4,695
10 124-080 122-110 1-290 1.5% 0-157 0.4% 93% True False 2,616
20 124-080 121-120 2-280 2.3% 0-128 0.3% 96% True False 1,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-035
2.618 125-127
1.618 124-307
1.000 124-220
0.618 124-167
HIGH 124-080
0.618 124-027
0.500 124-010
0.382 123-313
LOW 123-260
0.618 123-173
1.000 123-120
1.618 123-033
2.618 122-213
4.250 121-305
Fisher Pivots for day following 31-Jan-2014
Pivot 1 day 3 day
R1 124-030 123-312
PP 124-020 123-263
S1 124-010 123-215

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

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