ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 124-010 123-240 -0-090 -0.2% 124-100
High 124-010 123-240 -0-090 -0.2% 124-100
Low 124-010 123-240 -0-090 -0.2% 124-000
Close 124-010 123-240 -0-090 -0.2% 124-050
Range
ATR 0-060 0-063 0-002 3.5% 0-000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 123-240 123-240 123-240
R3 123-240 123-240 123-240
R2 123-240 123-240 123-240
R1 123-240 123-240 123-240 123-240
PP 123-240 123-240 123-240 123-240
S1 123-240 123-240 123-240 123-240
S2 123-240 123-240 123-240
S3 123-240 123-240 123-240
S4 123-240 123-240 123-240
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 125-030 124-300 124-105
R3 124-250 124-200 124-078
R2 124-150 124-150 124-068
R1 124-100 124-100 124-059 124-075
PP 124-050 124-050 124-050 124-038
S1 124-000 124-000 124-041 123-295
S2 123-270 123-270 124-032
S3 123-170 123-220 124-022
S4 123-070 123-120 123-315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-100 123-240 0-180 0.5% 0-010 0.0% 0% False True 1
10 124-270 123-240 1-030 0.9% 0-006 0.0% 0% False True 1
20 124-310 123-240 1-070 1.0% 0-004 0.0% 0% False True 1
40 124-310 122-240 2-070 1.8% 0-002 0.0% 45% False False 1
60 124-310 122-110 2-200 2.1% 0-005 0.0% 54% False False 1
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 123-240
2.618 123-240
1.618 123-240
1.000 123-240
0.618 123-240
HIGH 123-240
0.618 123-240
0.500 123-240
0.382 123-240
LOW 123-240
0.618 123-240
1.000 123-240
1.618 123-240
2.618 123-240
4.250 123-240
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 123-240 123-305
PP 123-240 123-283
S1 123-240 123-262

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

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