ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 16-Jan-2014

Day Change Summary
	Previous	Current
	15-Jan-2014	16-Jan-2014	Change	Change %	Previous Week
Open	122-190	122-090	-0-100	-0.3%	121-300
High	122-200	122-220	0-020	0.1%	122-230
Low	122-060	122-090	0-030	0.1%	121-120
Close	122-100	122-200	0-100	0.3%	122-210
Range	0-140	0-130	-0-010	-7.1%	1-110
ATR	0-099	0-101	0-002	2.2%	0-000
Volume	3,070	2,373	-697	-22.7%	657

Daily Pivots for day following 16-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-240	123-190	122-272
R3	123-110	123-060	122-236
R2	122-300	122-300	122-224
R1	122-250	122-250	122-212	122-275
PP	122-170	122-170	122-170	122-182
S1	122-120	122-120	122-188	122-145
S2	122-040	122-040	122-176
S3	121-230	121-310	122-164
S4	121-100	121-180	122-128

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	121-240	1-060	1.0%	0-148	0.4%	74%	False	False	1,477
10	122-300	121-120	1-180	1.3%	0-100	0.3%	80%	False	False	762

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	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-132
2.618	123-240
1.618	123-110
1.000	123-030
0.618	122-300
HIGH	122-220
0.618	122-170
0.500	122-155
0.382	122-140
LOW	122-090
0.618	122-010
1.000	121-280
1.618	121-200
2.618	121-070
4.250	120-178

Fisher Pivots for day following 16-Jan-2014
Pivot	1 day	3 day
R1	122-185	122-183
PP	122-170	122-167
S1	122-155	122-150

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