ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 124-115 124-110 -0-005 0.0% 124-310
High 124-200 124-225 0-025 0.1% 126-000
Low 124-060 124-010 -0-050 -0.1% 124-260
Close 124-100 124-165 0-065 0.2% 125-165
Range 0-140 0-215 0-075 53.6% 1-060
ATR 0-153 0-157 0-004 2.9% 0-000
Volume 1,402,154 1,503,225 101,071 7.2% 5,002,068
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-138 126-047 124-283
R3 125-243 125-152 124-224
R2 125-028 125-028 124-204
R1 124-257 124-257 124-185 124-302
PP 124-133 124-133 124-133 124-156
S1 124-042 124-042 124-145 124-088
S2 123-238 123-238 124-126
S3 123-023 123-147 124-106
S4 122-128 122-252 124-047
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 129-002 128-143 126-054
R3 127-262 127-083 125-270
R2 126-202 126-202 125-235
R1 126-023 126-023 125-200 126-112
PP 125-142 125-142 125-142 125-186
S1 124-283 124-283 125-130 125-052
S2 124-082 124-082 125-095
S3 123-022 123-223 125-060
S4 121-282 122-163 124-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-175 124-010 1-165 1.2% 0-172 0.4% 32% False True 1,347,553
10 126-000 124-010 1-310 1.6% 0-158 0.4% 25% False True 1,077,219
20 126-000 123-250 2-070 1.8% 0-151 0.4% 33% False False 554,295
40 126-000 122-180 3-140 2.8% 0-142 0.4% 57% False False 278,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 6 trading days
Fibonacci Retracements and Extensions
4.250 127-179
2.618 126-148
1.618 125-253
1.000 125-120
0.618 125-038
HIGH 124-225
0.618 124-143
0.500 124-118
0.382 124-092
LOW 124-010
0.618 123-197
1.000 123-115
1.618 122-302
2.618 122-087
4.250 121-056
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 124-149 124-165
PP 124-133 124-165
S1 124-118 124-165

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

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