ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 03-Feb-2014
Day Change Summary
Previous Current
31-Jan-2014 03-Feb-2014 Change Change % Previous Week
Open 123-260 124-040 0-100 0.3% 123-160
High 124-080 124-280 0-200 0.5% 124-080
Low 123-260 124-010 0-070 0.2% 123-030
Close 124-040 124-260 0-220 0.6% 124-040
Range 0-140 0-270 0-130 92.9% 1-050
ATR 0-138 0-147 0-009 6.8% 0-000
Volume 4,707 3,490 -1,217 -25.9% 23,476
Daily Pivots for day following 03-Feb-2014
Classic Woodie Camarilla DeMark
R4 127-033 126-257 125-088
R3 126-083 125-307 125-014
R2 125-133 125-133 124-310
R1 125-037 125-037 124-285 125-085
PP 124-183 124-183 124-183 124-208
S1 124-087 124-087 124-235 124-135
S2 123-233 123-233 124-210
S3 122-283 123-137 124-186
S4 122-013 122-187 124-112
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 127-093 126-277 124-244
R3 126-043 125-227 124-142
R2 124-313 124-313 124-108
R1 124-177 124-177 124-074 124-245
PP 123-263 123-263 123-263 123-298
S1 123-127 123-127 124-006 123-195
S2 122-213 122-213 123-292
S3 121-163 122-077 123-258
S4 120-113 121-027 123-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-280 123-030 1-250 1.4% 0-190 0.5% 96% True False 5,121
10 124-280 122-110 2-170 2.0% 0-180 0.5% 98% True False 2,925
20 124-280 121-120 3-160 2.8% 0-142 0.4% 98% True False 1,863
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-148
2.618 127-027
1.618 126-077
1.000 125-230
0.618 125-127
HIGH 124-280
0.618 124-177
0.500 124-145
0.382 124-113
LOW 124-010
0.618 123-163
1.000 123-060
1.618 122-213
2.618 121-263
4.250 120-142
Fisher Pivots for day following 03-Feb-2014
Pivot 1 day 3 day
R1 124-222 124-197
PP 124-183 124-133
S1 124-145 124-070

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

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