ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 124-270 124-130 -0-140 -0.4% 124-100
High 124-270 124-230 -0-040 -0.1% 124-270
Low 124-110 124-130 0-020 0.1% 123-300
Close 124-150 124-150 0-000 0.0% 124-150
Range 0-160 0-100 -0-060 -37.5% 0-290
ATR 0-121 0-119 -0-001 -1.2% 0-000
Volume 1,415 2,111 696 49.2% 3,730
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 125-150 125-090 124-205
R3 125-050 124-310 124-178
R2 124-270 124-270 124-168
R1 124-210 124-210 124-159 124-240
PP 124-170 124-170 124-170 124-185
S1 124-110 124-110 124-141 124-140
S2 124-070 124-070 124-132
S3 123-290 124-010 124-122
S4 123-190 123-230 124-095
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% 0-128 0.3% 59% False False 1,152
10 124-270 123-170 1-100 1.1% 0-117 0.3% 71% False False 1,280
20 124-270 122-300 1-290 1.5% 0-102 0.3% 80% False False 1,554
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-015
2.618 125-172
1.618 125-072
1.000 125-010
0.618 124-292
HIGH 124-230
0.618 124-192
0.500 124-180
0.382 124-168
LOW 124-130
0.618 124-068
1.000 124-030
1.618 123-288
2.618 123-188
4.250 123-025
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 124-180 124-170
PP 124-170 124-163
S1 124-160 124-157

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

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