ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 123-230 124-150 0-240 0.6% 124-180
High 124-190 124-250 0-060 0.2% 124-220
Low 123-190 124-130 0-260 0.7% 123-130
Close 124-150 124-190 0-040 0.1% 124-150
Range 1-000 0-120 -0-200 -62.5% 1-090
ATR 0-146 0-145 -0-002 -1.3% 0-000
Volume 17,066 12,026 -5,040 -29.5% 47,495
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 125-230 125-170 124-256
R3 125-110 125-050 124-223
R2 124-310 124-310 124-212
R1 124-250 124-250 124-201 124-280
PP 124-190 124-190 124-190 124-205
S1 124-130 124-130 124-179 124-160
S2 124-070 124-070 124-168
S3 123-270 124-010 124-157
S4 123-150 123-210 124-124
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 128-010 127-170 125-056
R3 126-240 126-080 124-263
R2 125-150 125-150 124-225
R1 124-310 124-310 124-188 124-185
PP 124-060 124-060 124-060 123-318
S1 123-220 123-220 124-112 123-095
S2 122-290 122-290 124-075
S3 121-200 122-130 124-037
S4 120-110 121-040 123-244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-250 123-130 1-120 1.1% 0-208 0.5% 86% True False 10,736
10 124-250 123-130 1-120 1.1% 0-159 0.4% 86% True False 8,144
20 124-270 123-130 1-140 1.2% 0-138 0.3% 83% False False 4,712
40 124-270 122-210 2-060 1.8% 0-104 0.3% 89% False False 2,842
Crabel Price Patterns
NR True
NR4 True
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 0-023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-120
2.618 125-244
1.618 125-124
1.000 125-050
0.618 125-004
HIGH 124-250
0.618 124-204
0.500 124-190
0.382 124-176
LOW 124-130
0.618 124-056
1.000 124-010
1.618 123-256
2.618 123-136
4.250 122-260
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 124-190 124-137
PP 124-190 124-083
S1 124-190 124-030

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

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