ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 14-May-2014
Day Change Summary
Previous Current
13-May-2014 14-May-2014 Change Change % Previous Week
Open 123-270 124-070 0-120 0.3% 123-240
High 124-080 124-300 0-220 0.6% 124-100
Low 123-250 124-050 0-120 0.3% 123-180
Close 124-060 124-250 0-190 0.5% 124-040
Range 0-150 0-250 0-100 66.7% 0-240
ATR 0-129 0-138 0-009 6.7% 0-000
Volume 11,279 23,515 12,236 108.5% 43,061
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 126-310 126-210 125-068
R3 126-060 125-280 124-319
R2 125-130 125-130 124-296
R1 125-030 125-030 124-273 125-080
PP 124-200 124-200 124-200 124-225
S1 124-100 124-100 124-227 124-150
S2 123-270 123-270 124-204
S3 123-020 123-170 124-181
S4 122-090 122-240 124-112
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
5 124-300 123-250 1-050 0.9% 0-136 0.3% 86% True False 15,759
10 124-300 122-280 2-020 1.7% 0-154 0.4% 92% True False 10,357
20 124-300 122-180 2-120 1.9% 0-129 0.3% 93% True False 6,434
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 128-082
2.618 126-314
1.618 126-064
1.000 125-230
0.618 125-134
HIGH 124-300
0.618 124-204
0.500 124-175
0.382 124-146
LOW 124-050
0.618 123-216
1.000 123-120
1.618 122-286
2.618 122-036
4.250 120-268
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 124-225 124-205
PP 124-200 124-160
S1 124-175 124-115

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

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