ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 122-220 122-110 -0-110 -0.3% 122-230
High 122-220 123-090 0-190 0.5% 122-300
Low 122-110 122-110 0-000 0.0% 122-060
Close 122-110 123-060 0-270 0.7% 122-260
Range 0-110 0-300 0-190 172.7% 0-240
ATR 0-103 0-117 0-014 13.6% 0-000
Volume 499 588 89 17.8% 7,367
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 125-240 125-130 123-225
R3 124-260 124-150 123-142
R2 123-280 123-280 123-115
R1 123-170 123-170 123-088 123-225
PP 122-300 122-300 122-300 123-008
S1 122-190 122-190 123-032 122-245
S2 122-000 122-000 123-005
S3 121-020 121-210 122-298
S4 120-040 120-230 122-215
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 124-287 124-193 123-072
R3 124-047 123-273 123-006
R2 123-127 123-127 122-304
R1 123-033 123-033 122-282 123-080
PP 122-207 122-207 122-207 122-230
S1 122-113 122-113 122-238 122-160
S2 121-287 121-287 122-216
S3 121-047 121-193 122-194
S4 120-127 120-273 122-128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-090 122-090 1-000 0.8% 0-142 0.4% 91% True False 864
10 123-090 121-120 1-290 1.5% 0-142 0.4% 95% True False 953
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 0-009
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 127-085
2.618 125-235
1.618 124-255
1.000 124-070
0.618 123-275
HIGH 123-090
0.618 122-295
0.500 122-260
0.382 122-225
LOW 122-110
0.618 121-245
1.000 121-130
1.618 120-265
2.618 119-285
4.250 118-115
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 123-020 123-020
PP 122-300 122-300
S1 122-260 122-260

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

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