ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 125-030 124-270 -0-080 -0.2% 124-020
High 125-050 125-070 0-020 0.0% 125-100
Low 124-280 124-260 -0-020 -0.1% 123-250
Close 124-300 124-290 -0-010 0.0% 124-300
Range 0-090 0-130 0-040 44.4% 1-170
ATR 0-141 0-140 -0-001 -0.6% 0-000
Volume 22,026 39,159 17,133 77.8% 96,694
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 126-063 125-307 125-042
R3 125-253 125-177 125-006
R2 125-123 125-123 124-314
R1 125-047 125-047 124-302 125-085
PP 124-313 124-313 124-313 125-012
S1 124-237 124-237 124-278 124-275
S2 124-183 124-183 124-266
S3 124-053 124-107 124-254
S4 123-243 123-297 124-218
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% 0-172 0.4% 73% False False 24,010
10 125-100 123-180 1-240 1.4% 0-136 0.3% 77% False False 17,155
20 125-100 122-180 2-240 2.2% 0-137 0.3% 85% False False 10,502
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-302
2.618 126-090
1.618 125-280
1.000 125-200
0.618 125-150
HIGH 125-070
0.618 125-020
0.500 125-005
0.382 124-310
LOW 124-260
0.618 124-180
1.000 124-130
1.618 124-050
2.618 123-240
4.250 123-028
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 125-005 124-300
PP 124-313 124-297
S1 124-302 124-293

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

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