ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 124-110 124-070 -0-040 -0.1% 123-200
High 124-140 124-070 -0-070 -0.2% 124-180
Low 124-110 124-010 -0-100 -0.3% 123-150
Close 124-130 124-020 -0-110 -0.3% 124-110
Range 0-030 0-060 0-030 100.0% 1-030
ATR 0-092 0-094 0-002 2.2% 0-000
Volume 103 5,810 5,707 5,540.8% 1,320
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 124-213 124-177 124-053
R3 124-153 124-117 124-036
R2 124-093 124-093 124-031
R1 124-057 124-057 124-026 124-045
PP 124-033 124-033 124-033 124-028
S1 123-317 123-317 124-014 123-305
S2 123-293 123-293 124-009
S3 123-233 123-257 124-004
S4 123-173 123-197 123-307
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
5 124-180 124-000 0-180 0.5% 0-060 0.2% 11% False False 1,422
10 124-180 122-210 1-290 1.5% 0-074 0.2% 74% False False 820
20 124-180 122-210 1-290 1.5% 0-048 0.1% 74% False False 419
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
4.250 125-005
2.618 124-227
1.618 124-167
1.000 124-130
0.618 124-107
HIGH 124-070
0.618 124-047
0.500 124-040
0.382 124-033
LOW 124-010
0.618 123-293
1.000 123-270
1.618 123-233
2.618 123-173
4.250 123-075
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 124-040 124-095
PP 124-033 124-070
S1 124-027 124-045

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

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