ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 09-Jul-2014
Day Change Summary
Previous Current
08-Jul-2014 09-Jul-2014 Change Change % Previous Week
Open 123-170 123-260 0-090 0.2% 124-110
High 123-300 124-050 0-070 0.2% 124-140
Low 123-170 123-230 0-060 0.2% 122-300
Close 123-300 124-050 0-070 0.2% 123-110
Range 0-130 0-140 0-010 7.7% 1-160
ATR 0-111 0-114 0-002 1.8% 0-000
Volume 1,668 2,616 948 56.8% 15,756
Daily Pivots for day following 09-Jul-2014
Classic Woodie Camarilla DeMark
R4 125-103 125-057 124-127
R3 124-283 124-237 124-088
R2 124-143 124-143 124-076
R1 124-097 124-097 124-063 124-120
PP 124-003 124-003 124-003 124-015
S1 123-277 123-277 124-037 123-300
S2 123-183 123-183 124-024
S3 123-043 123-137 124-012
S4 122-223 122-317 123-293
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
5 124-050 122-300 1-070 1.0% 0-146 0.4% 100% True False 3,065
10 124-180 122-300 1-200 1.3% 0-103 0.3% 75% False False 2,243
20 124-180 122-210 1-290 1.5% 0-084 0.2% 79% False False 1,185
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 0-006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-005
2.618 125-097
1.618 124-277
1.000 124-190
0.618 124-137
HIGH 124-050
0.618 123-317
0.500 123-300
0.382 123-283
LOW 123-230
0.618 123-143
1.000 123-090
1.618 123-003
2.618 122-183
4.250 121-275
Fisher Pivots for day following 09-Jul-2014
Pivot 1 day 3 day
R1 124-027 123-317
PP 124-003 123-263
S1 123-300 123-210

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

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