ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 05-May-2014
Day Change Summary
Previous Current
02-May-2014 05-May-2014 Change Change % Previous Week
Open 123-200 123-240 0-040 0.1% 123-040
High 124-020 124-000 -0-020 -0.1% 124-020
Low 122-280 123-210 0-250 0.6% 122-270
Close 123-250 123-230 -0-020 -0.1% 123-250
Range 1-060 0-110 -0-270 -71.1% 1-070
ATR 0-141 0-138 -0-002 -1.6% 0-000
Volume 5,636 7,361 1,725 30.6% 19,711
Daily Pivots for day following 05-May-2014
Classic Woodie Camarilla DeMark
R4 124-263 124-197 123-290
R3 124-153 124-087 123-260
R2 124-043 124-043 123-250
R1 123-297 123-297 123-240 123-275
PP 123-253 123-253 123-253 123-242
S1 123-187 123-187 123-220 123-165
S2 123-143 123-143 123-210
S3 123-033 123-077 123-200
S4 122-243 122-287 123-170
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% 0-180 0.5% 72% False False 4,318
10 124-020 122-180 1-160 1.2% 0-138 0.3% 77% False False 3,850
20 124-020 122-180 1-160 1.2% 0-130 0.3% 77% False False 2,225
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-148
2.618 124-288
1.618 124-178
1.000 124-110
0.618 124-068
HIGH 124-000
0.618 123-278
0.500 123-265
0.382 123-252
LOW 123-210
0.618 123-142
1.000 123-100
1.618 123-032
2.618 122-242
4.250 122-062
Fisher Pivots for day following 05-May-2014
Pivot 1 day 3 day
R1 123-265 123-203
PP 123-253 123-177
S1 123-242 123-150

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

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