ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 12-May-2014
Day Change Summary
Previous Current
09-May-2014 12-May-2014 Change Change % Previous Week
Open 124-070 124-020 -0-050 -0.1% 123-240
High 124-100 124-020 -0-080 -0.2% 124-100
Low 124-020 123-260 -0-080 -0.2% 123-180
Close 124-040 123-280 -0-080 -0.2% 124-040
Range 0-080 0-080 0-000 0.0% 0-240
ATR 0-130 0-128 -0-002 -1.6% 0-000
Volume 17,000 15,800 -1,200 -7.1% 43,061
Daily Pivots for day following 12-May-2014
Classic Woodie Camarilla DeMark
R4 124-213 124-167 124-004
R3 124-133 124-087 123-302
R2 124-053 124-053 123-295
R1 124-007 124-007 123-287 123-310
PP 123-293 123-293 123-293 123-285
S1 123-247 123-247 123-273 123-230
S2 123-213 123-213 123-265
S3 123-133 123-167 123-258
S4 123-053 123-087 123-236
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 126-080 125-300 124-172
R3 125-160 125-060 124-106
R2 124-240 124-240 124-084
R1 124-140 124-140 124-062 124-190
PP 124-000 124-000 124-000 124-025
S1 123-220 123-220 124-018 123-270
S2 123-080 123-080 123-316
S3 122-160 122-300 123-294
S4 121-240 122-060 123-228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-100 123-180 0-240 0.6% 0-100 0.3% 42% False False 10,300
10 124-100 122-270 1-150 1.2% 0-140 0.4% 70% False False 7,309
20 124-100 122-180 1-240 1.4% 0-122 0.3% 75% False False 4,732
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Fibonacci Retracements and Extensions
4.250 125-040
2.618 124-229
1.618 124-149
1.000 124-100
0.618 124-069
HIGH 124-020
0.618 123-309
0.500 123-300
0.382 123-291
LOW 123-260
0.618 123-211
1.000 123-180
1.618 123-131
2.618 123-051
4.250 122-240
Fisher Pivots for day following 12-May-2014
Pivot 1 day 3 day
R1 123-300 124-020
PP 123-293 124-000
S1 123-287 123-300

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

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