ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 07-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 07-Jul-2014 Change Change % Previous Week
Open 123-210 123-050 -0-160 -0.4% 124-110
High 123-210 123-180 -0-030 -0.1% 124-140
Low 122-300 123-050 0-070 0.2% 122-300
Close 123-110 123-170 0-060 0.2% 123-110
Range 0-230 0-130 -0-100 -43.5% 1-160
ATR 0-109 0-110 0-002 1.4% 0-000
Volume 5,126 1,201 -3,925 -76.6% 15,756
Daily Pivots for day following 07-Jul-2014
Classic Woodie Camarilla DeMark
R4 124-203 124-157 123-242
R3 124-073 124-027 123-206
R2 123-263 123-263 123-194
R1 123-217 123-217 123-182 123-240
PP 123-133 123-133 123-133 123-145
S1 123-087 123-087 123-158 123-110
S2 123-003 123-003 123-146
S3 122-193 122-277 123-134
S4 122-063 122-147 123-098
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 128-023 127-067 124-054
R3 126-183 125-227 123-242
R2 125-023 125-023 123-198
R1 124-067 124-067 123-154 123-285
PP 123-183 123-183 123-183 123-132
S1 122-227 122-227 123-066 122-125
S2 122-023 122-023 123-022
S3 120-183 121-067 122-298
S4 119-023 119-227 122-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-140 122-300 1-160 1.2% 0-110 0.3% 40% False False 3,391
10 124-180 122-300 1-200 1.3% 0-087 0.2% 37% False False 1,827
20 124-180 122-210 1-290 1.5% 0-071 0.2% 46% False False 971
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-092
2.618 124-200
1.618 124-070
1.000 123-310
0.618 123-260
HIGH 123-180
0.618 123-130
0.500 123-115
0.382 123-100
LOW 123-050
0.618 122-290
1.000 122-240
1.618 122-160
2.618 122-030
4.250 121-138
Fisher Pivots for day following 07-Jul-2014
Pivot 1 day 3 day
R1 123-152 123-155
PP 123-133 123-140
S1 123-115 123-125

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

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