ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 124-070 124-270 0-200 0.5% 124-100
High 124-260 124-270 0-010 0.0% 124-270
Low 124-070 124-110 0-040 0.1% 123-300
Close 124-170 124-150 -0-020 -0.1% 124-150
Range 0-190 0-160 -0-030 -15.8% 0-290
ATR 0-118 0-121 0-003 2.6% 0-000
Volume 1,129 1,415 286 25.3% 3,730
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 126-017 125-243 124-238
R3 125-177 125-083 124-194
R2 125-017 125-017 124-179
R1 124-243 124-243 124-165 124-210
PP 124-177 124-177 124-177 124-160
S1 124-083 124-083 124-135 124-050
S2 124-017 124-017 124-121
S3 123-177 123-243 124-106
S4 123-017 123-083 124-062
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 127-043 126-227 124-310
R3 126-073 125-257 124-230
R2 125-103 125-103 124-203
R1 124-287 124-287 124-177 125-035
PP 124-133 124-133 124-133 124-168
S1 123-317 123-317 124-123 124-065
S2 123-163 123-163 124-097
S3 122-193 123-027 124-070
S4 121-223 122-057 123-310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-270 123-300 0-290 0.7% 0-120 0.3% 59% True False 746
10 124-270 123-050 1-220 1.4% 0-120 0.3% 78% True False 1,189
20 124-270 122-300 1-290 1.5% 0-097 0.2% 80% True False 1,493
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 True
Stretch 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-310
2.618 126-049
1.618 125-209
1.000 125-110
0.618 125-049
HIGH 124-270
0.618 124-209
0.500 124-190
0.382 124-171
LOW 124-110
0.618 124-011
1.000 123-270
1.618 123-171
2.618 123-011
4.250 122-070
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 124-190 124-142
PP 124-177 124-133
S1 124-163 124-125

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

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