ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 16-Jul-2014
Day Change Summary
Previous Current
15-Jul-2014 16-Jul-2014 Change Change % Previous Week
Open 124-090 124-040 -0-050 -0.1% 123-050
High 124-130 124-040 -0-090 -0.2% 124-210
Low 124-000 123-300 -0-020 -0.1% 123-050
Close 124-020 124-020 0-000 0.0% 124-130
Range 0-130 0-060 -0-070 -53.8% 1-160
ATR 0-112 0-108 -0-004 -3.3% 0-000
Volume 358 751 393 109.8% 8,163
Daily Pivots for day following 16-Jul-2014
Classic Woodie Camarilla DeMark
R4 124-193 124-167 124-053
R3 124-133 124-107 124-036
R2 124-073 124-073 124-031
R1 124-047 124-047 124-026 124-030
PP 124-013 124-013 124-013 124-005
S1 123-307 123-307 124-014 123-290
S2 123-273 123-273 124-009
S3 123-213 123-247 124-004
S4 123-153 123-187 123-307
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
5 124-210 123-300 0-230 0.6% 0-090 0.2% 17% False True 772
10 124-210 122-300 1-230 1.4% 0-118 0.3% 65% False False 1,919
20 124-210 122-210 2-000 1.6% 0-096 0.2% 70% False False 1,370
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-295
2.618 124-197
1.618 124-137
1.000 124-100
0.618 124-077
HIGH 124-040
0.618 124-017
0.500 124-010
0.382 124-003
LOW 123-300
0.618 123-263
1.000 123-240
1.618 123-203
2.618 123-143
4.250 123-045
Fisher Pivots for day following 16-Jul-2014
Pivot 1 day 3 day
R1 124-017 124-055
PP 124-013 124-043
S1 124-010 124-032

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

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