ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 124-190 123-260 -0-250 -0.6% 124-130
High 124-200 123-290 -0-230 -0.6% 124-250
Low 123-200 123-130 -0-070 -0.2% 124-060
Close 123-260 123-250 -0-010 0.0% 124-180
Range 1-000 0-160 -0-160 -50.0% 0-190
ATR 0-131 0-133 0-002 1.6% 0-000
Volume 7,269 13,943 6,674 91.8% 24,036
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 125-063 124-317 124-018
R3 124-223 124-157 123-294
R2 124-063 124-063 123-279
R1 123-317 123-317 123-265 123-270
PP 123-223 123-223 123-223 123-200
S1 123-157 123-157 123-235 123-110
S2 123-063 123-063 123-221
S3 122-223 122-317 123-206
S4 122-063 122-157 123-162
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 126-093 126-007 124-284
R3 125-223 125-137 124-232
R2 125-033 125-033 124-215
R1 124-267 124-267 124-197 124-310
PP 124-163 124-163 124-163 124-185
S1 124-077 124-077 124-163 124-120
S2 123-293 123-293 124-145
S3 123-103 123-207 124-128
S4 122-233 123-017 124-076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-220 123-130 1-090 1.0% 0-162 0.4% 29% False True 7,799
10 124-270 123-130 1-140 1.2% 0-141 0.4% 26% False True 5,588
20 124-270 122-300 1-290 1.5% 0-134 0.3% 44% False False 3,574
40 124-270 122-210 2-060 1.8% 0-094 0.2% 51% False False 2,114
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 False
Stretch 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-010
2.618 125-069
1.618 124-229
1.000 124-130
0.618 124-069
HIGH 123-290
0.618 123-229
0.500 123-210
0.382 123-191
LOW 123-130
0.618 123-031
1.000 122-290
1.618 122-191
2.618 122-031
4.250 121-090
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 123-237 124-015
PP 123-223 123-307
S1 123-210 123-278

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

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