ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 124-150 124-140 -0-010 0.0% 123-200
High 124-150 124-180 0-030 0.1% 124-180
Low 124-090 124-110 0-020 0.1% 123-150
Close 124-100 124-110 0-010 0.0% 124-110
Range 0-060 0-070 0-010 16.7% 1-030
ATR 0-098 0-096 -0-001 -1.3% 0-000
Volume 574 565 -9 -1.6% 1,320
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 125-023 124-297 124-148
R3 124-273 124-227 124-129
R2 124-203 124-203 124-123
R1 124-157 124-157 124-116 124-145
PP 124-133 124-133 124-133 124-128
S1 124-087 124-087 124-104 124-075
S2 124-063 124-063 124-097
S3 123-313 124-017 124-091
S4 123-243 123-267 124-072
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 127-130 126-310 124-302
R3 126-100 125-280 124-206
R2 125-070 125-070 124-174
R1 124-250 124-250 124-142 125-000
PP 124-040 124-040 124-040 124-075
S1 123-220 123-220 124-078 123-290
S2 123-010 123-010 124-046
S3 121-300 122-190 124-014
S4 120-270 121-160 123-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-180 123-150 1-030 0.9% 0-064 0.2% 80% True False 264
10 124-180 122-210 1-290 1.5% 0-069 0.2% 89% True False 237
20 124-180 122-210 1-290 1.5% 0-044 0.1% 89% True False 124
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-158
2.618 125-043
1.618 124-293
1.000 124-250
0.618 124-223
HIGH 124-180
0.618 124-153
0.500 124-145
0.382 124-137
LOW 124-110
0.618 124-067
1.000 124-040
1.618 123-317
2.618 123-247
4.250 123-132
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 124-145 124-103
PP 124-133 124-097
S1 124-122 124-090

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

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