ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 124-220 124-180 -0-040 -0.1% 124-180
High 124-240 125-000 0-080 0.2% 124-220
Low 124-100 124-170 0-070 0.2% 123-130
Close 124-200 124-240 0-040 0.1% 124-150
Range 0-140 0-150 0-010 7.1% 1-090
ATR 0-144 0-145 0-000 0.3% 0-000
Volume 7,196 11,475 4,279 59.5% 47,495
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 126-053 125-297 125-002
R3 125-223 125-147 124-281
R2 125-073 125-073 124-268
R1 124-317 124-317 124-254 125-035
PP 124-243 124-243 124-243 124-262
S1 124-167 124-167 124-226 124-205
S2 124-093 124-093 124-212
S3 123-263 124-017 124-199
S4 123-113 123-187 124-158
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
5 125-000 123-130 1-190 1.3% 0-178 0.4% 84% True False 12,341
10 125-000 123-130 1-190 1.3% 0-170 0.4% 84% True False 9,102
20 125-000 123-130 1-190 1.3% 0-139 0.3% 84% True False 5,431
40 125-000 122-210 2-110 1.9% 0-112 0.3% 89% True False 3,308
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 0-019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-318
2.618 126-073
1.618 125-243
1.000 125-150
0.618 125-093
HIGH 125-000
0.618 124-263
0.500 124-245
0.382 124-227
LOW 124-170
0.618 124-077
1.000 124-020
1.618 123-247
2.618 123-097
4.250 122-172
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 124-245 124-230
PP 124-243 124-220
S1 124-242 124-210

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

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