ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 15-Jul-2014
Day Change Summary
Previous Current
14-Jul-2014 15-Jul-2014 Change Change % Previous Week
Open 124-100 124-090 -0-010 0.0% 123-050
High 124-100 124-130 0-030 0.1% 124-210
Low 124-040 124-000 -0-040 -0.1% 123-050
Close 124-050 124-020 -0-030 -0.1% 124-130
Range 0-060 0-130 0-070 116.7% 1-160
ATR 0-110 0-112 0-001 1.3% 0-000
Volume 77 358 281 364.9% 8,163
Daily Pivots for day following 15-Jul-2014
Classic Woodie Camarilla DeMark
R4 125-120 125-040 124-092
R3 124-310 124-230 124-056
R2 124-180 124-180 124-044
R1 124-100 124-100 124-032 124-075
PP 124-050 124-050 124-050 124-038
S1 123-290 123-290 124-008 123-265
S2 123-240 123-240 123-316
S3 123-110 123-160 123-304
S4 122-300 123-030 123-268
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 128-183 127-317 125-074
R3 127-023 126-157 124-262
R2 125-183 125-183 124-218
R1 124-317 124-317 124-174 125-090
PP 124-023 124-023 124-023 124-070
S1 123-157 123-157 124-086 123-250
S2 122-183 122-183 124-042
S3 121-023 121-317 123-318
S4 119-183 120-157 123-186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-210 123-230 0-300 0.8% 0-106 0.3% 37% False False 1,145
10 124-210 122-300 1-230 1.4% 0-118 0.3% 65% False False 2,425
20 124-210 122-210 2-000 1.6% 0-093 0.2% 70% False False 1,335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-042
2.618 125-150
1.618 125-020
1.000 124-260
0.618 124-210
HIGH 124-130
0.618 124-080
0.500 124-065
0.382 124-050
LOW 124-000
0.618 123-240
1.000 123-190
1.618 123-110
2.618 122-300
4.250 122-088
Fisher Pivots for day following 15-Jul-2014
Pivot 1 day 3 day
R1 124-065 124-075
PP 124-050 124-057
S1 124-035 124-038

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

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