ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 20-May-2014

Day Change Summary
	Previous	Current
	19-May-2014	20-May-2014	Change	Change %	Previous Week
Open	124-270	124-270	0-000	0.0%	124-020
High	125-070	125-070	0-000	0.0%	125-100
Low	124-260	124-250	-0-010	0.0%	123-250
Close	124-290	125-060	0-090	0.2%	124-300
Range	0-130	0-140	0-010	7.7%	1-170
ATR	0-140	0-140	0-000	0.0%	0-000
Volume	39,159	43,003	3,844	9.8%	96,694

Daily Pivots for day following 20-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-120	126-070	125-137
R3	125-300	125-250	125-098
R2	125-160	125-160	125-086
R1	125-110	125-110	125-073	125-135
PP	125-020	125-020	125-020	125-032
S1	124-290	124-290	125-047	124-315
S2	124-200	124-200	125-034
S3	124-060	124-150	125-022
S4	123-240	124-010	124-303

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-087	128-203	125-250
R3	127-237	127-033	125-115
R2	126-067	126-067	125-070
R1	125-183	125-183	125-025	125-285
PP	124-217	124-217	124-217	124-268
S1	124-013	124-013	124-255	124-115
S2	123-047	123-047	124-210
S3	121-197	122-163	124-165
S4	120-027	120-313	124-030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-100	124-050	1-050	0.9%	0-170	0.4%	89%	False	False	30,355
10	125-100	123-200	1-220	1.3%	0-142	0.4%	93%	False	False	21,045
20	125-100	122-230	2-190	2.1%	0-140	0.3%	95%	False	False	12,646

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-025
2.618	126-117
1.618	125-297
1.000	125-210
0.618	125-157
HIGH	125-070
0.618	125-017
0.500	125-000
0.382	124-303
LOW	124-250
0.618	124-163
1.000	124-110
1.618	124-023
2.618	123-203
4.250	122-295

Fisher Pivots for day following 20-May-2014
Pivot	1 day	3 day
R1	125-040	125-040
PP	125-020	125-020
S1	125-000	125-000

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