ECBOT 10 Year T-Note Future September 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 123-030 123-170 0-140 0.4% 122-290
High 123-170 123-290 0-120 0.3% 123-110
Low 123-000 123-140 0-140 0.4% 122-180
Close 123-170 123-250 0-080 0.2% 123-050
Range 0-170 0-150 -0-020 -11.8% 0-250
ATR 0-120 0-122 0-002 1.8% 0-000
Volume 1,367 4,279 2,912 213.0% 12,495
Daily Pivots for day following 01-May-2014
Classic Woodie Camarilla DeMark
R4 125-037 124-293 124-012
R3 124-207 124-143 123-291
R2 124-057 124-057 123-278
R1 123-313 123-313 123-264 124-025
PP 123-227 123-227 123-227 123-242
S1 123-163 123-163 123-236 123-195
S2 123-077 123-077 123-222
S3 122-247 123-013 123-209
S4 122-097 122-183 123-168
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 125-117 125-013 123-188
R3 124-187 124-083 123-119
R2 123-257 123-257 123-096
R1 123-153 123-153 123-073 123-205
PP 123-007 123-007 123-007 123-032
S1 122-223 122-223 123-027 122-275
S2 122-077 122-077 123-004
S3 121-147 121-293 122-301
S4 120-217 121-043 122-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-290 122-270 1-020 0.9% 0-112 0.3% 88% True False 3,487
10 123-290 122-180 1-110 1.1% 0-116 0.3% 91% True False 2,731
20 124-010 122-000 2-010 1.6% 0-116 0.3% 88% False False 1,586
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-288
2.618 125-043
1.618 124-213
1.000 124-120
0.618 124-063
HIGH 123-290
0.618 123-233
0.500 123-215
0.382 123-197
LOW 123-140
0.618 123-047
1.000 122-310
1.618 122-217
2.618 122-067
4.250 121-142
Fisher Pivots for day following 01-May-2014
Pivot 1 day 3 day
R1 123-238 123-207
PP 123-227 123-163
S1 123-215 123-120

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

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