ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 122-310 122-110 -0-200 -0.5% 122-200
High 122-310 122-110 -0-200 -0.5% 123-140
Low 122-170 122-110 -0-060 -0.2% 122-200
Close 122-170 122-110 -0-060 -0.2% 123-140
Range 0-140 0-000 -0-140 -100.0% 0-260
ATR 0-066 0-065 0-000 -0.6% 0-000
Volume 2 4 2 100.0% 10
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 122-110 122-110 122-110
R3 122-110 122-110 122-110
R2 122-110 122-110 122-110
R1 122-110 122-110 122-110 122-110
PP 122-110 122-110 122-110 122-110
S1 122-110 122-110 122-110 122-110
S2 122-110 122-110 122-110
S3 122-110 122-110 122-110
S4 122-110 122-110 122-110
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 125-193 125-107 123-283
R3 124-253 124-167 123-212
R2 123-313 123-313 123-188
R1 123-227 123-227 123-164 123-270
PP 123-053 123-053 123-053 123-075
S1 122-287 122-287 123-116 123-010
S2 122-113 122-113 123-092
S3 121-173 122-027 123-068
S4 120-233 121-087 122-317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-140 122-110 1-030 0.9% 0-028 0.1% 0% False True 2
10 123-140 122-110 1-030 0.9% 0-014 0.0% 0% False True 2
20 123-190 122-110 1-080 1.0% 0-007 0.0% 0% False True 2
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-110
2.618 122-110
1.618 122-110
1.000 122-110
0.618 122-110
HIGH 122-110
0.618 122-110
0.500 122-110
0.382 122-110
LOW 122-110
0.618 122-110
1.000 122-110
1.618 122-110
2.618 122-110
4.250 122-110
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 122-110 122-225
PP 122-110 122-187
S1 122-110 122-148

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

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