ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 15-May-2014

Day Change Summary
	Previous	Current
	14-May-2014	15-May-2014	Change	Change %	Previous Week
Open	124-070	124-240	0-170	0.4%	123-240
High	124-300	125-100	0-120	0.3%	124-100
Low	124-050	124-180	0-130	0.3%	123-180
Close	124-250	125-030	0-100	0.3%	124-040
Range	0-250	0-240	-0-010	-4.0%	0-240
ATR	0-138	0-145	0-007	5.3%	0-000
Volume	23,515	24,074	559	2.4%	43,061

Daily Pivots for day following 15-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-077	126-293	125-162
R3	126-157	126-053	125-096
R2	125-237	125-237	125-074
R1	125-133	125-133	125-052	125-185
PP	124-317	124-317	124-317	125-022
S1	124-213	124-213	125-008	124-265
S2	124-077	124-077	124-306
S3	123-157	123-293	124-284
S4	122-237	123-053	124-218

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	125-100	123-250	1-170	1.2%	0-160	0.4%	86%	True	False	18,333
10	125-100	122-280	2-140	1.9%	0-163	0.4%	91%	True	False	12,336
20	125-100	122-180	2-240	2.2%	0-140	0.3%	92%	True	False	7,534

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	0-041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-160
2.618	127-088
1.618	126-168
1.000	126-020
0.618	125-248
HIGH	125-100
0.618	125-008
0.500	124-300
0.382	124-272
LOW	124-180
0.618	124-032
1.000	123-260
1.618	123-112
2.618	122-192
4.250	121-120

Fisher Pivots for day following 15-May-2014
Pivot	1 day	3 day
R1	125-013	124-292
PP	124-317	124-233
S1	124-300	124-175

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