ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 124-240 125-030 0-110 0.3% 124-020
High 125-100 125-050 -0-050 -0.1% 125-100
Low 124-180 124-280 0-100 0.3% 123-250
Close 125-030 124-300 -0-050 -0.1% 124-300
Range 0-240 0-090 -0-150 -62.5% 1-170
ATR 0-145 0-141 -0-004 -2.7% 0-000
Volume 24,074 22,026 -2,048 -8.5% 96,694
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 125-267 125-213 125-030
R3 125-177 125-123 125-005
R2 125-087 125-087 124-316
R1 125-033 125-033 124-308 125-015
PP 124-317 124-317 124-317 124-308
S1 124-263 124-263 124-292 124-245
S2 124-227 124-227 124-284
S3 124-137 124-173 124-275
S4 124-047 124-083 124-250
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 129-087 128-203 125-250
R3 127-237 127-033 125-115
R2 126-067 126-067 125-070
R1 125-183 125-183 125-025 125-285
PP 124-217 124-217 124-217 124-268
S1 124-013 124-013 124-255 124-115
S2 123-047 123-047 124-210
S3 121-197 122-163 124-165
S4 120-027 120-313 124-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-100 123-250 1-170 1.2% 0-162 0.4% 76% False False 19,338
10 125-100 123-180 1-240 1.4% 0-134 0.3% 79% False False 13,975
20 125-100 122-180 2-240 2.2% 0-134 0.3% 86% False False 8,598
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 0-029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-112
2.618 125-286
1.618 125-196
1.000 125-140
0.618 125-106
HIGH 125-050
0.618 125-016
0.500 125-005
0.382 124-314
LOW 124-280
0.618 124-224
1.000 124-190
1.618 124-134
2.618 124-044
4.250 123-218
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 125-005 124-278
PP 124-317 124-257
S1 124-308 124-235

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

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