ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 123-030 123-050 0-020 0.1% 124-010
High 123-030 123-050 0-020 0.1% 124-010
Low 123-030 123-050 0-020 0.1% 122-300
Close 123-030 123-050 0-020 0.1% 122-300
Range
ATR 0-067 0-063 -0-003 -5.0% 0-000
Volume 30 30 0 0.0% 63
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 123-050 123-050 123-050
R3 123-050 123-050 123-050
R2 123-050 123-050 123-050
R1 123-050 123-050 123-050 123-050
PP 123-050 123-050 123-050 123-050
S1 123-050 123-050 123-050 123-050
S2 123-050 123-050 123-050
S3 123-050 123-050 123-050
S4 123-050 123-050 123-050
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 126-187 125-273 123-172
R3 125-157 124-243 123-076
R2 124-127 124-127 123-044
R1 123-213 123-213 123-012 123-155
PP 123-097 123-097 123-097 123-068
S1 122-183 122-183 122-268 122-125
S2 122-067 122-067 122-236
S3 121-037 121-153 122-204
S4 120-007 120-123 122-108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-170 122-300 0-190 0.5% 0-000 0.0% 37% False False 24
10 124-100 122-300 1-120 1.1% 0-005 0.0% 16% False False 12
20 124-270 122-300 1-290 1.5% 0-004 0.0% 11% False False 6
40 124-310 122-240 2-070 1.8% 0-002 0.0% 18% False False 3
60 124-310 122-110 2-200 2.1% 0-005 0.0% 31% False False 3
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
4.250 123-050
2.618 123-050
1.618 123-050
1.000 123-050
0.618 123-050
HIGH 123-050
0.618 123-050
0.500 123-050
0.382 123-050
LOW 123-050
0.618 123-050
1.000 123-050
1.618 123-050
2.618 123-050
4.250 123-050
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 123-050 123-038
PP 123-050 123-027
S1 123-050 123-015

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

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