ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 123-300 124-015 0-035 0.1% 124-010
High 124-030 124-055 0-025 0.1% 124-220
Low 123-230 123-260 0-030 0.1% 123-230
Close 124-020 123-295 -0-045 -0.1% 124-020
Range 0-120 0-115 -0-005 -4.2% 0-310
ATR 0-156 0-153 -0-003 -1.9% 0-000
Volume 29,206 464,032 434,826 1,488.8% 116,627
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 125-015 124-270 124-038
R3 124-220 124-155 124-007
R2 124-105 124-105 123-316
R1 124-040 124-040 123-306 124-015
PP 123-310 123-310 123-310 123-298
S1 123-245 123-245 123-284 123-220
S2 123-195 123-195 123-274
S3 123-080 123-130 123-263
S4 122-285 123-015 123-232
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 127-020 126-170 124-190
R3 126-030 125-180 124-105
R2 125-040 125-040 124-077
R1 124-190 124-190 124-048 124-275
PP 124-050 124-050 124-050 124-092
S1 123-200 123-200 123-312 123-285
S2 123-060 123-060 123-283
S3 122-070 122-210 123-255
S4 121-080 121-220 123-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-220 123-230 0-310 0.8% 0-163 0.4% 21% False False 116,131
10 124-220 123-160 1-060 1.0% 0-150 0.4% 36% False False 64,594
20 124-280 123-030 1-250 1.4% 0-162 0.4% 46% False False 35,138
40 124-280 121-120 3-160 2.8% 0-128 0.3% 73% False False 17,828
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-224
2.618 125-036
1.618 124-241
1.000 124-170
0.618 124-126
HIGH 124-055
0.618 124-011
0.500 123-318
0.382 123-304
LOW 123-260
0.618 123-189
1.000 123-145
1.618 123-074
2.618 122-279
4.250 122-091
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 123-318 124-030
PP 123-310 124-012
S1 123-302 123-313

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

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