ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 02-May-2014

Day Change Summary
	Previous	Current
	01-May-2014	02-May-2014	Change	Change %	Previous Week
Open	123-170	123-200	0-030	0.1%	123-040
High	123-290	124-020	0-050	0.1%	124-020
Low	123-140	122-280	-0-180	-0.5%	122-270
Close	123-250	123-250	0-000	0.0%	123-250
Range	0-150	1-060	0-230	153.3%	1-070
ATR	0-122	0-141	0-018	15.1%	0-000
Volume	4,279	5,636	1,357	31.7%	19,711

Daily Pivots for day following 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-043	126-207	124-139
R3	125-303	125-147	124-034
R2	124-243	124-243	124-000
R1	124-087	124-087	123-285	124-165
PP	123-183	123-183	123-183	123-222
S1	123-027	123-027	123-215	123-105
S2	122-123	122-123	123-180
S3	121-063	121-287	123-146
S4	120-003	120-227	123-041

Weekly Pivots for week ending 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-070	126-230	124-144
R3	126-000	125-160	124-037
R2	124-250	124-250	124-002
R1	124-090	124-090	123-286	124-170
PP	123-180	123-180	123-180	123-220
S1	123-020	123-020	123-214	123-100
S2	122-110	122-110	123-178
S3	121-040	121-270	123-143
S4	119-290	120-200	123-036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-020	122-270	1-070	1.0%	0-176	0.4%	77%	True	False	3,942
10	124-020	122-180	1-160	1.2%	0-135	0.3%	81%	True	False	3,220
20	124-020	122-070	1-270	1.5%	0-134	0.3%	85%	True	False	1,867

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	129-035
2.618	127-055
1.618	125-315
1.000	125-080
0.618	124-255
HIGH	124-020
0.618	123-195
0.500	123-150
0.382	123-105
LOW	122-280
0.618	122-045
1.000	121-220
1.618	120-305
2.618	119-245
4.250	117-265

Fisher Pivots for day following 02-May-2014
Pivot	1 day	3 day
R1	123-217	123-217
PP	123-183	123-183
S1	123-150	123-150

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