ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 13-Jan-2014

Day Change Summary
	Previous	Current
	10-Jan-2014	13-Jan-2014	Change	Change %	Previous Week
Open	121-240	122-230	0-310	0.8%	121-300
High	122-230	122-300	0-070	0.2%	122-230
Low	121-240	122-210	0-290	0.7%	121-120
Close	122-210	122-300	0-090	0.2%	122-210
Range	0-310	0-090	-0-220	-71.0%	1-110
ATR
Volume	427	209	-218	-51.1%	657

Daily Pivots for day following 13-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-220	123-190	123-030
R3	123-130	123-100	123-005
R2	123-040	123-040	122-316
R1	123-010	123-010	122-308	123-025
PP	122-270	122-270	122-270	122-278
S1	122-240	122-240	122-292	122-255
S2	122-180	122-180	122-284
S3	122-090	122-150	122-275
S4	122-000	122-060	122-250

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-090	125-260	123-126
R3	124-300	124-150	123-008
R2	123-190	123-190	122-289
R1	123-040	123-040	122-249	123-115
PP	122-080	122-080	122-080	122-118
S1	121-250	121-250	122-171	122-005
S2	120-290	120-290	122-131
S3	119-180	120-140	122-092
S4	118-070	119-030	121-294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-300	121-120	1-180	1.3%	0-128	0.3%	100%	True	False	173
10	122-300	121-120	1-180	1.3%	0-074	0.2%	100%	True	False	90

Crabel Price Patterns
NR	True
NR4	False
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	0-008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-042
2.618	123-216
1.618	123-126
1.000	123-070
0.618	123-036
HIGH	122-300
0.618	122-266
0.500	122-255
0.382	122-244
LOW	122-210
0.618	122-154
1.000	122-120
1.618	122-064
2.618	121-294
4.250	121-148

Fisher Pivots for day following 13-Jan-2014
Pivot	1 day	3 day
R1	122-285	122-217
PP	122-270	122-133
S1	122-255	122-050

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols