ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 25-Jun-2014
Day Change Summary
Previous Current
24-Jun-2014 25-Jun-2014 Change Change % Previous Week
Open 123-180 124-000 0-140 0.4% 123-190
High 123-240 124-080 0-160 0.4% 123-260
Low 123-180 124-000 0-140 0.4% 122-210
Close 123-240 124-010 0-090 0.2% 123-150
Range 0-060 0-080 0-020 33.3% 1-050
ATR 0-089 0-094 0-005 5.6% 0-000
Volume 3 59 56 1,866.7% 1,054
Daily Pivots for day following 25-Jun-2014
Classic Woodie Camarilla DeMark
R4 124-270 124-220 124-054
R3 124-190 124-140 124-032
R2 124-110 124-110 124-025
R1 124-060 124-060 124-017 124-085
PP 124-030 124-030 124-030 124-042
S1 123-300 123-300 124-003 124-005
S2 123-270 123-270 123-315
S3 123-190 123-220 123-308
S4 123-110 123-140 123-286
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 126-250 126-090 124-034
R3 125-200 125-040 123-252
R2 124-150 124-150 123-218
R1 123-310 123-310 123-184 123-205
PP 123-100 123-100 123-100 123-048
S1 122-260 122-260 123-116 122-155
S2 122-050 122-050 123-082
S3 121-000 121-210 123-048
S4 119-270 120-160 122-266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-080 123-150 0-250 0.6% 0-054 0.1% 72% True False 217
10 124-080 122-210 1-190 1.3% 0-074 0.2% 86% True False 133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-100
2.618 124-289
1.618 124-209
1.000 124-160
0.618 124-129
HIGH 124-080
0.618 124-049
0.500 124-040
0.382 124-031
LOW 124-000
0.618 123-271
1.000 123-240
1.618 123-191
2.618 123-111
4.250 122-300
Fisher Pivots for day following 25-Jun-2014
Pivot 1 day 3 day
R1 124-040 123-312
PP 124-030 123-293
S1 124-020 123-275

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

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