ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 01-May-2014
Day Change Summary
Previous Current
30-Apr-2014 01-May-2014 Change Change % Previous Week
Open 124-005 124-135 0-130 0.3% 123-230
High 124-145 124-255 0-110 0.3% 124-100
Low 123-260 124-095 0-155 0.4% 123-160
Close 124-135 124-210 0-075 0.2% 124-020
Range 0-205 0-160 -0-045 -22.0% 0-260
ATR 0-162 0-161 0-000 -0.1% 0-000
Volume 1,531,195 952,433 -578,762 -37.8% 4,839,848
Daily Pivots for day following 01-May-2014
Classic Woodie Camarilla DeMark
R4 126-027 125-278 124-298
R3 125-187 125-118 124-254
R2 125-027 125-027 124-239
R1 124-278 124-278 124-225 124-312
PP 124-187 124-187 124-187 124-204
S1 124-118 124-118 124-195 124-152
S2 124-027 124-027 124-181
S3 123-187 123-278 124-166
S4 123-027 123-118 124-122
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 126-127 126-013 124-163
R3 125-187 125-073 124-092
R2 124-247 124-247 124-068
R1 124-133 124-133 124-044 124-190
PP 123-307 123-307 123-307 124-015
S1 123-193 123-193 123-316 123-250
S2 123-047 123-047 123-292
S3 122-107 122-253 123-268
S4 121-167 121-313 123-197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-255 123-220 1-035 0.9% 0-151 0.4% 87% True False 1,154,970
10 124-255 123-160 1-095 1.0% 0-158 0.4% 89% True False 1,070,092
20 125-025 122-225 2-120 1.9% 0-164 0.4% 82% False False 1,191,657
40 125-025 122-225 2-120 1.9% 0-165 0.4% 82% False False 1,230,018
60 125-065 122-225 2-160 2.0% 0-164 0.4% 78% False False 990,374
80 125-065 121-120 3-265 3.1% 0-159 0.4% 86% False False 743,321
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-295
2.618 126-034
1.618 125-194
1.000 125-095
0.618 125-034
HIGH 124-255
0.618 124-194
0.500 124-175
0.382 124-156
LOW 124-095
0.618 123-316
1.000 123-255
1.618 123-156
2.618 122-316
4.250 122-055
Fisher Pivots for day following 01-May-2014
Pivot 1 day 3 day
R1 124-198 124-166
PP 124-187 124-122
S1 124-175 124-078

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

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