ECBOT 10 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 20-Feb-2014

Day Change Summary
	Previous	Current
	19-Feb-2014	20-Feb-2014	Change	Change %	Previous Week
Open	124-130	124-040	-0-090	-0.2%	124-090
High	124-220	124-150	-0-070	-0.2%	124-160
Low	124-030	123-250	-0-100	-0.3%	123-160
Close	124-050	123-300	-0-070	-0.2%	124-010
Range	0-190	0-220	0-030	15.8%	1-000
ATR	0-154	0-159	0-005	3.0%	0-000
Volume	36,489	35,415	-1,074	-2.9%	65,281

Daily Pivots for day following 20-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-040	125-230	124-101
R3	125-140	125-010	124-040
R2	124-240	124-240	124-020
R1	124-110	124-110	124-000	124-065
PP	124-020	124-020	124-020	123-318
S1	123-210	123-210	123-280	123-165
S2	123-120	123-120	123-260
S3	122-220	122-310	123-240
S4	122-000	122-090	123-179

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-003	126-167	124-186
R3	126-003	125-167	124-098
R2	125-003	125-003	124-069
R1	124-167	124-167	124-039	124-085
PP	124-003	124-003	124-003	123-282
S1	123-167	123-167	123-301	123-085
S2	123-003	123-003	123-271
S3	122-003	122-167	123-242
S4	121-003	121-167	123-154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-220	123-200	1-020	0.9%	0-174	0.4%	29%	False	False	23,506
10	124-220	123-160	1-060	1.0%	0-165	0.4%	37%	False	False	16,721
20	124-280	122-110	2-170	2.0%	0-175	0.4%	63%	False	False	10,543

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	0-041
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	127-125
2.618	126-086
1.618	125-186
1.000	125-050
0.618	124-286
HIGH	124-150
0.618	124-066
0.500	124-040
0.382	124-014
LOW	123-250
0.618	123-114
1.000	123-030
1.618	122-214
2.618	121-314
4.250	120-275

Fisher Pivots for day following 20-Feb-2014
Pivot	1 day	3 day
R1	124-040	124-075
PP	124-020	124-043
S1	124-000	124-012

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