ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 123-270 123-210 -0-060 -0.2% 123-200
High 123-270 123-210 -0-060 -0.2% 124-180
Low 123-170 122-300 -0-190 -0.5% 123-150
Close 123-170 123-110 -0-060 -0.2% 124-110
Range 0-100 0-230 0-130 130.0% 1-030
ATR 0-099 0-109 0-009 9.4% 0-000
Volume 4,717 5,126 409 8.7% 1,320
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 125-150 125-040 123-236
R3 124-240 124-130 123-173
R2 124-010 124-010 123-152
R1 123-220 123-220 123-131 123-160
PP 123-100 123-100 123-100 123-070
S1 122-310 122-310 123-089 122-250
S2 122-190 122-190 123-068
S3 121-280 122-080 123-047
S4 121-050 121-170 122-304
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
5 124-180 122-300 1-200 1.3% 0-098 0.2% 25% False True 3,264
10 124-180 122-300 1-200 1.3% 0-074 0.2% 25% False True 1,797
20 124-180 122-210 1-290 1.5% 0-064 0.2% 36% False False 911
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 11 trading days
Fibonacci Retracements and Extensions
4.250 126-228
2.618 125-172
1.618 124-262
1.000 124-120
0.618 124-032
HIGH 123-210
0.618 123-122
0.500 123-095
0.382 123-068
LOW 122-300
0.618 122-158
1.000 122-070
1.618 121-248
2.618 121-018
4.250 119-282
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 123-105 123-185
PP 123-100 123-160
S1 123-095 123-135

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

View Archives - Comment on this page... - Back to Index of Symbols