ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 124-020 123-270 -0-070 -0.2% 123-240
High 124-020 124-080 0-060 0.2% 124-100
Low 123-260 123-250 -0-010 0.0% 123-180
Close 123-280 124-060 0-100 0.3% 124-040
Range 0-080 0-150 0-070 87.5% 0-240
ATR 0-128 0-129 0-002 1.2% 0-000
Volume 15,800 11,279 -4,521 -28.6% 43,061
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 125-153 125-097 124-142
R3 125-003 124-267 124-101
R2 124-173 124-173 124-088
R1 124-117 124-117 124-074 124-145
PP 124-023 124-023 124-023 124-038
S1 123-287 123-287 124-046 123-315
S2 123-193 123-193 124-032
S3 123-043 123-137 124-019
S4 122-213 122-307 123-298
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 126-080 125-300 124-172
R3 125-160 125-060 124-106
R2 124-240 124-240 124-084
R1 124-140 124-140 124-062 124-190
PP 124-000 124-000 124-000 124-025
S1 123-220 123-220 124-018 123-270
S2 123-080 123-080 123-316
S3 122-160 122-300 123-294
S4 121-240 122-060 123-228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-100 123-200 0-220 0.6% 0-114 0.3% 82% False False 11,735
10 124-100 122-280 1-140 1.2% 0-146 0.4% 91% False False 8,142
20 124-100 122-180 1-240 1.4% 0-122 0.3% 93% False False 5,281
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 0-039
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126-078
2.618 125-153
1.618 125-003
1.000 124-230
0.618 124-173
HIGH 124-080
0.618 124-023
0.500 124-005
0.382 123-307
LOW 123-250
0.618 123-157
1.000 123-100
1.618 123-007
2.618 122-177
4.250 121-252
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 124-042 124-045
PP 124-023 124-030
S1 124-005 124-015

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

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