ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 22-Jul-2014
Day Change Summary
Previous Current
21-Jul-2014 22-Jul-2014 Change Change % Previous Week
Open 124-130 124-160 0-030 0.1% 124-100
High 124-230 124-220 -0-010 0.0% 124-270
Low 124-130 124-100 -0-030 -0.1% 123-300
Close 124-150 124-210 0-060 0.2% 124-150
Range 0-100 0-120 0-020 20.0% 0-290
ATR 0-119 0-119 0-000 0.1% 0-000
Volume 2,111 2,400 289 13.7% 3,730
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 125-217 125-173 124-276
R3 125-097 125-053 124-243
R2 124-297 124-297 124-232
R1 124-253 124-253 124-221 124-275
PP 124-177 124-177 124-177 124-188
S1 124-133 124-133 124-199 124-155
S2 124-057 124-057 124-188
S3 123-257 124-013 124-177
S4 123-137 123-213 124-144
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% 0-126 0.3% 79% False False 1,561
10 124-270 123-230 1-040 0.9% 0-116 0.3% 83% False False 1,353
20 124-270 122-300 1-290 1.5% 0-106 0.3% 90% False False 1,668
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-090
2.618 125-214
1.618 125-094
1.000 125-020
0.618 124-294
HIGH 124-220
0.618 124-174
0.500 124-160
0.382 124-146
LOW 124-100
0.618 124-026
1.000 123-300
1.618 123-226
2.618 123-106
4.250 122-230
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 124-193 124-202
PP 124-177 124-193
S1 124-160 124-185

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

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