ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 124-085 124-185 0-100 0.3% 124-010
High 124-200 124-270 0-070 0.2% 124-220
Low 124-045 124-160 0-115 0.3% 123-230
Close 124-165 124-240 0-075 0.2% 124-020
Range 0-155 0-110 -0-045 -29.0% 0-310
ATR 0-152 0-149 -0-003 -2.0% 0-000
Volume 1,685,975 1,038,275 -647,700 -38.4% 116,627
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 125-233 125-187 124-300
R3 125-123 125-077 124-270
R2 125-013 125-013 124-260
R1 124-287 124-287 124-250 124-310
PP 124-223 124-223 124-223 124-235
S1 124-177 124-177 124-230 124-200
S2 124-113 124-113 124-220
S3 124-003 124-067 124-210
S4 123-213 123-277 124-180
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 127-020 126-170 124-190
R3 126-030 125-180 124-105
R2 125-040 125-040 124-077
R1 124-190 124-190 124-048 124-275
PP 124-050 124-050 124-050 124-092
S1 123-200 123-200 123-312 123-285
S2 123-060 123-060 123-283
S3 122-070 122-210 123-255
S4 121-080 121-220 123-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-270 123-230 1-040 0.9% 0-126 0.3% 92% True False 891,834
10 124-270 123-200 1-070 1.0% 0-150 0.4% 92% True False 457,670
20 124-280 123-160 1-120 1.1% 0-153 0.4% 91% False False 232,805
40 124-280 121-120 3-160 2.8% 0-136 0.3% 96% False False 116,976
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 0-047
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 126-098
2.618 125-238
1.618 125-128
1.000 125-060
0.618 125-018
HIGH 124-270
0.618 124-228
0.500 124-215
0.382 124-202
LOW 124-160
0.618 124-092
1.000 124-050
1.618 123-302
2.618 123-192
4.250 123-012
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 124-232 124-202
PP 124-223 124-163
S1 124-215 124-125

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

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