ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 124-070 123-270 -0-120 -0.3% 123-200
High 124-070 123-270 -0-120 -0.3% 124-180
Low 124-010 123-170 -0-160 -0.4% 123-150
Close 124-020 123-170 -0-170 -0.4% 124-110
Range 0-060 0-100 0-040 66.7% 1-030
ATR 0-094 0-099 0-005 5.8% 0-000
Volume 5,810 4,717 -1,093 -18.8% 1,320
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 124-183 124-117 123-225
R3 124-083 124-017 123-198
R2 123-303 123-303 123-188
R1 123-237 123-237 123-179 123-220
PP 123-203 123-203 123-203 123-195
S1 123-137 123-137 123-161 123-120
S2 123-103 123-103 123-152
S3 123-003 123-037 123-142
S4 122-223 122-257 123-115
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
5 124-180 123-170 1-010 0.8% 0-064 0.2% 0% False True 2,353
10 124-180 123-150 1-030 0.9% 0-059 0.1% 6% False False 1,285
20 124-180 122-210 1-290 1.5% 0-053 0.1% 46% False False 655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 125-055
2.618 124-212
1.618 124-112
1.000 124-050
0.618 124-012
HIGH 123-270
0.618 123-232
0.500 123-220
0.382 123-208
LOW 123-170
0.618 123-108
1.000 123-070
1.618 123-008
2.618 122-228
4.250 122-065
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 123-220 123-315
PP 123-203 123-267
S1 123-187 123-218

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

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