ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 123-260 124-030 0-090 0.2% 124-110
High 124-050 124-210 0-160 0.4% 124-140
Low 123-230 124-030 0-120 0.3% 122-300
Close 124-050 124-120 0-070 0.2% 123-110
Range 0-140 0-180 0-040 28.6% 1-160
ATR 0-114 0-118 0-005 4.2% 0-000
Volume 2,616 674 -1,942 -74.2% 15,756
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 126-020 125-250 124-219
R3 125-160 125-070 124-170
R2 124-300 124-300 124-153
R1 124-210 124-210 124-136 124-255
PP 124-120 124-120 124-120 124-142
S1 124-030 124-030 124-104 124-075
S2 123-260 123-260 124-087
S3 123-080 123-170 124-070
S4 122-220 122-310 124-021
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
5 124-210 122-300 1-230 1.4% 0-162 0.4% 84% True False 2,257
10 124-210 122-300 1-230 1.4% 0-113 0.3% 84% True False 2,305
20 124-210 122-210 2-000 1.6% 0-094 0.2% 86% True False 1,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 127-015
2.618 126-041
1.618 125-181
1.000 125-070
0.618 125-001
HIGH 124-210
0.618 124-141
0.500 124-120
0.382 124-099
LOW 124-030
0.618 123-239
1.000 123-170
1.618 123-059
2.618 122-199
4.250 121-225
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 124-120 124-090
PP 124-120 124-060
S1 124-120 124-030

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

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