ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 123-020 123-130 0-110 0.3% 122-170
High 123-110 123-130 0-020 0.1% 123-130
Low 123-020 123-130 0-110 0.3% 122-170
Close 123-110 123-130 0-020 0.1% 123-130
Range 0-090 0-000 -0-090 -100.0% 0-280
ATR 0-071 0-068 -0-004 -5.1% 0-000
Volume 4 1 -3 -75.0% 17
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 123-130 123-130 123-130
R3 123-130 123-130 123-130
R2 123-130 123-130 123-130
R1 123-130 123-130 123-130 123-130
PP 123-130 123-130 123-130 123-130
S1 123-130 123-130 123-130 123-130
S2 123-130 123-130 123-130
S3 123-130 123-130 123-130
S4 123-130 123-130 123-130
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 125-237 125-143 123-284
R3 124-277 124-183 123-207
R2 123-317 123-317 123-181
R1 123-223 123-223 123-156 123-270
PP 123-037 123-037 123-037 123-060
S1 122-263 122-263 123-104 122-310
S2 122-077 122-077 123-079
S3 121-117 121-303 123-053
S4 120-157 121-023 122-296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-130 122-170 0-280 0.7% 0-018 0.0% 100% True False 3
10 123-140 122-110 1-030 0.9% 0-023 0.1% 97% False False 2
20 123-140 122-110 1-030 0.9% 0-012 0.0% 97% False False 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
4.250 123-130
2.618 123-130
1.618 123-130
1.000 123-130
0.618 123-130
HIGH 123-130
0.618 123-130
0.500 123-130
0.382 123-130
LOW 123-130
0.618 123-130
1.000 123-130
1.618 123-130
2.618 123-130
4.250 123-130
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 123-130 123-112
PP 123-130 123-093
S1 123-130 123-075

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

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