ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 123-050 123-020 -0-030 -0.1% 123-130
High 123-050 123-110 0-060 0.2% 123-130
Low 123-050 123-020 -0-030 -0.1% 122-110
Close 123-050 123-110 0-060 0.2% 122-110
Range 0-000 0-090 0-090 1-020
ATR 0-070 0-071 0-001 2.1% 0-000
Volume 4 4 0 0.0% 10
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 124-030 124-000 123-160
R3 123-260 123-230 123-135
R2 123-170 123-170 123-126
R1 123-140 123-140 123-118 123-155
PP 123-080 123-080 123-080 123-088
S1 123-050 123-050 123-102 123-065
S2 122-310 122-310 123-094
S3 122-220 122-280 123-085
S4 122-130 122-190 123-060
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 125-283 125-057 122-297
R3 124-263 124-037 122-204
R2 123-243 123-243 122-172
R1 123-017 123-017 122-141 122-280
PP 122-223 122-223 122-223 122-195
S1 121-317 121-317 122-079 121-260
S2 121-203 121-203 122-048
S3 120-183 120-297 122-016
S4 119-163 119-277 121-243
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-110 122-110 1-000 0.8% 0-018 0.0% 100% True False 4
10 123-140 122-110 1-030 0.9% 0-023 0.1% 91% False False 3
20 123-140 122-110 1-030 0.9% 0-012 0.0% 91% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-172
2.618 124-026
1.618 123-256
1.000 123-200
0.618 123-166
HIGH 123-110
0.618 123-076
0.500 123-065
0.382 123-054
LOW 123-020
0.618 122-284
1.000 122-250
1.618 122-194
2.618 122-104
4.250 121-278
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 123-095 123-087
PP 123-080 123-063
S1 123-065 123-040

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

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