ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 24-Jul-2014
Day Change Summary
Previous Current
23-Jul-2014 24-Jul-2014 Change Change % Previous Week
Open 124-200 124-220 0-020 0.1% 124-100
High 124-250 124-230 -0-020 -0.1% 124-270
Low 124-190 124-070 -0-120 -0.3% 123-300
Close 124-220 124-090 -0-130 -0.3% 124-150
Range 0-060 0-160 0-100 166.7% 0-290
ATR 0-115 0-118 0-003 2.8% 0-000
Volume 6,688 4,267 -2,421 -36.2% 3,730
Daily Pivots for day following 24-Jul-2014
Classic Woodie Camarilla DeMark
R4 125-290 125-190 124-178
R3 125-130 125-030 124-134
R2 124-290 124-290 124-119
R1 124-190 124-190 124-105 124-160
PP 124-130 124-130 124-130 124-115
S1 124-030 124-030 124-075 124-000
S2 123-290 123-290 124-061
S3 123-130 123-190 124-046
S4 122-290 123-030 124-002
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% 0-120 0.3% 10% False True 3,376
10 124-270 123-300 0-290 0.7% 0-106 0.3% 38% False False 2,120
20 124-270 122-300 1-290 1.5% 0-110 0.3% 70% False False 2,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-270
2.618 126-009
1.618 125-169
1.000 125-070
0.618 125-009
HIGH 124-230
0.618 124-169
0.500 124-150
0.382 124-131
LOW 124-070
0.618 123-291
1.000 123-230
1.618 123-131
2.618 122-291
4.250 122-030
Fisher Pivots for day following 24-Jul-2014
Pivot 1 day 3 day
R1 124-150 124-160
PP 124-130 124-137
S1 124-110 124-113

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

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