ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 124-160 123-135 -1-025 -0.9% 123-190
High 124-190 123-190 -1-000 -0.8% 125-000
Low 123-050 123-075 0-025 0.1% 123-135
Close 123-150 123-125 -0-025 -0.1% 124-210
Range 1-140 0-115 -1-025 -75.0% 1-185
ATR 0-186 0-181 -0-005 -2.7% 0-000
Volume 1,710,572 1,588,779 -121,793 -7.1% 6,966,423
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 124-155 124-095 123-188
R3 124-040 123-300 123-157
R2 123-245 123-245 123-146
R1 123-185 123-185 123-136 123-158
PP 123-130 123-130 123-130 123-116
S1 123-070 123-070 123-114 123-042
S2 123-015 123-015 123-104
S3 122-220 122-275 123-093
S4 122-105 122-160 123-062
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 129-030 128-145 125-168
R3 127-165 126-280 125-029
R2 125-300 125-300 124-303
R1 125-095 125-095 124-256 125-198
PP 124-115 124-115 124-115 124-166
S1 123-230 123-230 124-164 124-012
S2 122-250 122-250 124-117
S3 121-065 122-045 124-071
S4 119-200 120-180 123-252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-000 123-050 1-270 1.5% 0-200 0.5% 13% False False 1,385,075
10 125-000 123-050 1-270 1.5% 0-196 0.5% 13% False False 1,386,170
20 125-065 123-050 2-015 1.7% 0-174 0.4% 11% False False 1,249,428
40 125-065 122-110 2-275 2.3% 0-175 0.4% 37% False False 629,985
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 0-041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-039
2.618 124-171
1.618 124-056
1.000 123-305
0.618 123-261
HIGH 123-190
0.618 123-146
0.500 123-132
0.382 123-119
LOW 123-075
0.618 123-004
1.000 122-280
1.618 122-209
2.618 122-094
4.250 121-226
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 123-132 123-280
PP 123-130 123-228
S1 123-128 123-177

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

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