ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 28-Apr-2014
Day Change Summary
Previous Current
25-Apr-2014 28-Apr-2014 Change Change % Previous Week
Open 123-060 123-040 -0-020 -0.1% 122-290
High 123-110 123-090 -0-020 -0.1% 123-110
Low 123-050 123-000 -0-050 -0.1% 122-180
Close 123-050 123-070 0-020 0.1% 123-050
Range 0-060 0-090 0-030 50.0% 0-250
ATR 0-118 0-116 -0-002 -1.7% 0-000
Volume 3,363 5,480 2,117 62.9% 12,495
Daily Pivots for day following 28-Apr-2014
Classic Woodie Camarilla DeMark
R4 124-003 123-287 123-120
R3 123-233 123-197 123-095
R2 123-143 123-143 123-086
R1 123-107 123-107 123-078 123-125
PP 123-053 123-053 123-053 123-062
S1 123-017 123-017 123-062 123-035
S2 122-283 122-283 123-054
S3 122-193 122-247 123-045
S4 122-103 122-157 123-020
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 125-117 125-013 123-188
R3 124-187 124-083 123-119
R2 123-257 123-257 123-096
R1 123-153 123-153 123-073 123-205
PP 123-007 123-007 123-007 123-032
S1 122-223 122-223 123-027 122-275
S2 122-077 122-077 123-004
S3 121-147 121-293 122-301
S4 120-217 121-043 122-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-110 122-180 0-250 0.6% 0-096 0.2% 84% False False 3,382
10 124-000 122-180 1-140 1.2% 0-103 0.3% 46% False False 2,155
20 124-010 122-000 2-010 1.6% 0-104 0.3% 60% False False 1,192
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 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-152
2.618 124-006
1.618 123-236
1.000 123-180
0.618 123-146
HIGH 123-090
0.618 123-056
0.500 123-045
0.382 123-034
LOW 123-000
0.618 122-264
1.000 122-230
1.618 122-174
2.618 122-084
4.250 121-258
Fisher Pivots for day following 28-Apr-2014
Pivot 1 day 3 day
R1 123-062 123-050
PP 123-053 123-030
S1 123-045 123-010

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

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