ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 121-220 121-160 -0-060 -0.2% 121-170
High 121-230 121-220 -0-010 0.0% 121-210
Low 121-140 121-120 -0-020 -0.1% 121-150
Close 121-160 121-220 0-060 0.2% 121-190
Range 0-090 0-100 0-010 11.1% 0-060
ATR
Volume 28 199 171 610.7% 36
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 122-167 122-133 121-275
R3 122-067 122-033 121-248
R2 121-287 121-287 121-238
R1 121-253 121-253 121-229 121-270
PP 121-187 121-187 121-187 121-195
S1 121-153 121-153 121-211 121-170
S2 121-087 121-087 121-202
S3 120-307 121-053 121-192
S4 120-207 120-273 121-165
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 122-043 122-017 121-223
R3 121-303 121-277 121-206
R2 121-243 121-243 121-201
R1 121-217 121-217 121-196 121-230
PP 121-183 121-183 121-183 121-190
S1 121-157 121-157 121-184 121-170
S2 121-123 121-123 121-179
S3 121-063 121-097 121-174
S4 121-003 121-037 121-157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-030 121-120 0-230 0.6% 0-052 0.1% 43% False True 46
10 122-030 121-120 0-230 0.6% 0-035 0.1% 43% False True 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 123-005
2.618 122-162
1.618 122-062
1.000 122-000
0.618 121-282
HIGH 121-220
0.618 121-182
0.500 121-170
0.382 121-158
LOW 121-120
0.618 121-058
1.000 121-020
1.618 120-278
2.618 120-178
4.250 120-015
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 121-203 121-235
PP 121-187 121-230
S1 121-170 121-225

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

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