ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 125-050 124-310 -0-060 -0.1% 124-020
High 125-090 125-020 -0-070 -0.2% 125-100
Low 124-240 124-230 -0-010 0.0% 123-250
Close 125-000 124-260 -0-060 -0.2% 124-300
Range 0-170 0-110 -0-060 -35.3% 1-170
ATR 0-143 0-140 -0-002 -1.6% 0-000
Volume 106,666 117,254 10,588 9.9% 96,694
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 125-287 125-223 125-000
R3 125-177 125-113 124-290
R2 125-067 125-067 124-280
R1 125-003 125-003 124-270 124-300
PP 124-277 124-277 124-277 124-265
S1 124-213 124-213 124-250 124-190
S2 124-167 124-167 124-240
S3 124-057 124-103 124-230
S4 123-267 123-313 124-200
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
5 125-090 124-230 0-180 0.5% 0-128 0.3% 17% False True 65,621
10 125-100 123-250 1-170 1.2% 0-144 0.4% 67% False False 41,977
20 125-100 122-270 2-150 2.0% 0-142 0.4% 80% False False 23,445
40 125-100 122-000 3-100 2.7% 0-120 0.3% 85% False False 12,097
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-168
2.618 125-308
1.618 125-198
1.000 125-130
0.618 125-088
HIGH 125-020
0.618 124-298
0.500 124-285
0.382 124-272
LOW 124-230
0.618 124-162
1.000 124-120
1.618 124-052
2.618 123-262
4.250 123-082
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 124-285 125-000
PP 124-277 124-300
S1 124-268 124-280

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

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