ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 124-185 124-240 0-055 0.1% 124-015
High 124-270 124-275 0-005 0.0% 124-275
Low 124-160 124-060 -0-100 -0.3% 123-260
Close 124-240 124-170 -0-070 -0.2% 124-170
Range 0-110 0-215 0-105 95.5% 1-015
ATR 0-149 0-154 0-005 3.2% 0-000
Volume 1,038,275 1,483,292 445,017 42.9% 5,913,257
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 126-173 126-067 124-288
R3 125-278 125-172 124-229
R2 125-063 125-063 124-209
R1 124-277 124-277 124-190 124-222
PP 124-168 124-168 124-168 124-141
S1 124-062 124-062 124-150 124-008
S2 123-273 123-273 124-131
S3 123-058 123-167 124-111
S4 122-163 122-272 124-052
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 127-173 127-027 125-034
R3 126-158 126-012 124-262
R2 125-143 125-143 124-231
R1 124-317 124-317 124-201 125-070
PP 124-128 124-128 124-128 124-165
S1 123-302 123-302 124-139 124-055
S2 123-113 123-113 124-109
S3 122-098 122-287 124-078
S4 121-083 121-272 123-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-275 123-260 1-015 0.8% 0-145 0.4% 69% True False 1,182,651
10 124-275 123-230 1-045 0.9% 0-154 0.4% 71% True False 605,282
20 124-280 123-160 1-120 1.1% 0-160 0.4% 75% False False 306,661
40 124-280 121-120 3-160 2.8% 0-142 0.4% 90% False False 154,058
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127-229
2.618 126-198
1.618 125-303
1.000 125-170
0.618 125-088
HIGH 124-275
0.618 124-193
0.500 124-168
0.382 124-142
LOW 124-060
0.618 123-247
1.000 123-165
1.618 123-032
2.618 122-137
4.250 121-106
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 124-169 124-167
PP 124-168 124-163
S1 124-168 124-160

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

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