ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 124-160 124-200 0-040 0.1% 124-100
High 124-220 124-250 0-030 0.1% 124-270
Low 124-100 124-190 0-090 0.2% 123-300
Close 124-210 124-220 0-010 0.0% 124-150
Range 0-120 0-060 -0-060 -50.0% 0-290
ATR 0-119 0-115 -0-004 -3.5% 0-000
Volume 2,400 6,688 4,288 178.7% 3,730
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 125-080 125-050 124-253
R3 125-020 124-310 124-236
R2 124-280 124-280 124-231
R1 124-250 124-250 124-226 124-265
PP 124-220 124-220 124-220 124-228
S1 124-190 124-190 124-214 124-205
S2 124-160 124-160 124-209
S3 124-100 124-130 124-204
S4 124-040 124-070 124-187
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
5 124-270 124-070 0-200 0.5% 0-126 0.3% 75% False False 2,748
10 124-270 123-300 0-290 0.7% 0-108 0.3% 83% False False 1,760
20 124-270 122-300 1-290 1.5% 0-106 0.3% 92% False False 2,002
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-185
2.618 125-087
1.618 125-027
1.000 124-310
0.618 124-287
HIGH 124-250
0.618 124-227
0.500 124-220
0.382 124-213
LOW 124-190
0.618 124-153
1.000 124-130
1.618 124-093
2.618 124-033
4.250 123-255
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 124-220 124-205
PP 124-220 124-190
S1 124-220 124-175

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

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