ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 124-000 124-150 0-150 0.4% 123-190
High 124-080 124-150 0-070 0.2% 123-260
Low 124-000 124-090 0-090 0.2% 122-210
Close 124-010 124-100 0-090 0.2% 123-150
Range 0-080 0-060 -0-020 -25.0% 1-050
ATR 0-094 0-098 0-003 3.4% 0-000
Volume 59 574 515 872.9% 1,054
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 124-293 124-257 124-133
R3 124-233 124-197 124-116
R2 124-173 124-173 124-111
R1 124-137 124-137 124-106 124-125
PP 124-113 124-113 124-113 124-108
S1 124-077 124-077 124-094 124-065
S2 124-053 124-053 124-089
S3 123-313 124-017 124-084
S4 123-253 123-277 124-067
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
5 124-150 123-150 1-000 0.8% 0-050 0.1% 84% True False 331
10 124-150 122-210 1-260 1.5% 0-068 0.2% 91% True False 181
20 124-240 122-210 2-030 1.7% 0-040 0.1% 79% False False 96
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-085
2.618 124-307
1.618 124-247
1.000 124-210
0.618 124-187
HIGH 124-150
0.618 124-127
0.500 124-120
0.382 124-113
LOW 124-090
0.618 124-053
1.000 124-030
1.618 123-313
2.618 123-253
4.250 123-155
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 124-120 124-068
PP 124-113 124-037
S1 124-107 124-005

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

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