ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 124-115 124-100 -0-015 0.0% 124-115
High 124-135 124-165 0-030 0.1% 124-205
Low 123-305 124-060 0-075 0.2% 123-255
Close 124-095 124-100 0-005 0.0% 124-095
Range 0-150 0-105 -0-045 -30.0% 0-270
ATR 0-163 0-159 -0-004 -2.5% 0-000
Volume 1,222,815 756,977 -465,838 -38.1% 5,532,497
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 125-103 125-047 124-158
R3 124-318 124-262 124-129
R2 124-213 124-213 124-119
R1 124-157 124-157 124-110 124-152
PP 124-108 124-108 124-108 124-106
S1 124-052 124-052 124-090 124-048
S2 124-003 124-003 124-081
S3 123-218 123-267 124-071
S4 123-113 123-162 124-042
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-248 126-122 124-244
R3 125-298 125-172 124-169
R2 125-028 125-028 124-144
R1 124-222 124-222 124-120 124-150
PP 124-078 124-078 124-078 124-042
S1 123-272 123-272 124-070 123-200
S2 123-128 123-128 124-046
S3 122-178 123-002 124-021
S4 121-228 122-052 123-266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-205 123-255 0-270 0.7% 0-155 0.4% 61% False False 1,092,577
10 125-000 123-255 1-065 1.0% 0-166 0.4% 43% False False 1,202,487
20 126-000 123-255 2-065 1.8% 0-156 0.4% 23% False False 938,790
40 126-000 122-180 3-140 2.8% 0-145 0.4% 51% False False 473,694
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-044
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-291
2.618 125-120
1.618 125-015
1.000 124-270
0.618 124-230
HIGH 124-165
0.618 124-125
0.500 124-112
0.382 124-100
LOW 124-060
0.618 123-315
1.000 123-275
1.618 123-210
2.618 123-105
4.250 122-254
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 124-112 124-096
PP 124-108 124-092
S1 124-104 124-088

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

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