ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 123-040 123-160 0-120 0.3% 122-270
High 123-230 123-180 -0-050 -0.1% 123-230
Low 123-040 123-060 0-020 0.1% 122-110
Close 123-140 123-060 -0-080 -0.2% 123-140
Range 0-190 0-120 -0-070 -36.8% 1-120
ATR 0-122 0-122 0-000 -0.1% 0-000
Volume 745 1,359 614 82.4% 2,287
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 124-140 124-060 123-126
R3 124-020 123-260 123-093
R2 123-220 123-220 123-082
R1 123-140 123-140 123-071 123-120
PP 123-100 123-100 123-100 123-090
S1 123-020 123-020 123-049 123-000
S2 122-300 122-300 123-038
S3 122-180 122-220 123-027
S4 122-060 122-100 122-314
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 127-093 126-237 124-062
R3 125-293 125-117 123-261
R2 124-173 124-173 123-221
R1 123-317 123-317 123-180 124-085
PP 123-053 123-053 123-053 123-098
S1 122-197 122-197 123-100 122-285
S2 121-253 121-253 123-059
S3 120-133 121-077 123-019
S4 119-013 119-277 122-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-230 122-110 1-120 1.1% 0-170 0.4% 61% False False 729
10 123-230 122-060 1-170 1.2% 0-132 0.3% 65% False False 1,101
20 123-230 121-120 2-110 1.9% 0-099 0.3% 77% False False 585
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-050
2.618 124-174
1.618 124-054
1.000 123-300
0.618 123-254
HIGH 123-180
0.618 123-134
0.500 123-120
0.382 123-106
LOW 123-060
0.618 122-306
1.000 122-260
1.618 122-186
2.618 122-066
4.250 121-190
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 123-120 123-043
PP 123-100 123-027
S1 123-080 123-010

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

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