ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 02-May-2014
Day Change Summary
Previous Current
01-May-2014 02-May-2014 Change Change % Previous Week
Open 123-170 123-200 0-030 0.1% 123-040
High 123-290 124-020 0-050 0.1% 124-020
Low 123-140 122-280 -0-180 -0.5% 122-270
Close 123-250 123-250 0-000 0.0% 123-250
Range 0-150 1-060 0-230 153.3% 1-070
ATR 0-122 0-141 0-018 15.1% 0-000
Volume 4,279 5,636 1,357 31.7% 19,711
Daily Pivots for day following 02-May-2014
Classic Woodie Camarilla DeMark
R4 127-043 126-207 124-139
R3 125-303 125-147 124-034
R2 124-243 124-243 124-000
R1 124-087 124-087 123-285 124-165
PP 123-183 123-183 123-183 123-222
S1 123-027 123-027 123-215 123-105
S2 122-123 122-123 123-180
S3 121-063 121-287 123-146
S4 120-003 120-227 123-041
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 127-070 126-230 124-144
R3 126-000 125-160 124-037
R2 124-250 124-250 124-002
R1 124-090 124-090 123-286 124-170
PP 123-180 123-180 123-180 123-220
S1 123-020 123-020 123-214 123-100
S2 122-110 122-110 123-178
S3 121-040 121-270 123-143
S4 119-290 120-200 123-036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-020 122-270 1-070 1.0% 0-176 0.4% 77% True False 3,942
10 124-020 122-180 1-160 1.2% 0-135 0.3% 81% True False 3,220
20 124-020 122-070 1-270 1.5% 0-134 0.3% 85% True False 1,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 129-035
2.618 127-055
1.618 125-315
1.000 125-080
0.618 124-255
HIGH 124-020
0.618 123-195
0.500 123-150
0.382 123-105
LOW 122-280
0.618 122-045
1.000 121-220
1.618 120-305
2.618 119-245
4.250 117-265
Fisher Pivots for day following 02-May-2014
Pivot 1 day 3 day
R1 123-217 123-217
PP 123-183 123-183
S1 123-150 123-150

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

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