ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 17-Jul-2014
Day Change Summary
Previous Current
16-Jul-2014 17-Jul-2014 Change Change % Previous Week
Open 124-040 124-070 0-030 0.1% 123-050
High 124-040 124-260 0-220 0.6% 124-210
Low 123-300 124-070 0-090 0.2% 123-050
Close 124-020 124-170 0-150 0.4% 124-130
Range 0-060 0-190 0-130 216.7% 1-160
ATR 0-108 0-118 0-009 8.7% 0-000
Volume 751 1,129 378 50.3% 8,163
Daily Pivots for day following 17-Jul-2014
Classic Woodie Camarilla DeMark
R4 126-097 126-003 124-274
R3 125-227 125-133 124-222
R2 125-037 125-037 124-205
R1 124-263 124-263 124-187 124-310
PP 124-167 124-167 124-167 124-190
S1 124-073 124-073 124-153 124-120
S2 123-297 123-297 124-135
S3 123-107 123-203 124-118
S4 122-237 123-013 124-066
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
5 124-260 123-300 0-280 0.7% 0-092 0.2% 68% True False 863
10 124-260 122-300 1-280 1.5% 0-127 0.3% 85% True False 1,560
20 124-260 122-300 1-280 1.5% 0-093 0.2% 85% True False 1,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 127-108
2.618 126-117
1.618 125-247
1.000 125-130
0.618 125-057
HIGH 124-260
0.618 124-187
0.500 124-165
0.382 124-143
LOW 124-070
0.618 123-273
1.000 123-200
1.618 123-083
2.618 122-213
4.250 121-222
Fisher Pivots for day following 17-Jul-2014
Pivot 1 day 3 day
R1 124-168 124-153
PP 124-167 124-137
S1 124-165 124-120

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

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