ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 123-060 123-090 0-030 0.1% 123-030
High 123-080 123-160 0-080 0.2% 123-050
Low 123-060 123-090 0-030 0.1% 122-210
Close 123-070 123-150 0-080 0.2% 122-300
Range 0-020 0-070 0-050 250.0% 0-160
ATR 0-070 0-071 0-001 2.1% 0-000
Volume 105 205 100 95.2% 92
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 124-023 123-317 123-188
R3 123-273 123-247 123-169
R2 123-203 123-203 123-163
R1 123-177 123-177 123-156 123-190
PP 123-133 123-133 123-133 123-140
S1 123-107 123-107 123-144 123-120
S2 123-063 123-063 123-137
S3 122-313 123-037 123-131
S4 122-243 122-287 123-112
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 124-133 124-057 123-068
R3 123-293 123-217 123-024
R2 123-133 123-133 123-009
R1 123-057 123-057 122-315 123-015
PP 122-293 122-293 122-293 122-272
S1 122-217 122-217 122-285 122-175
S2 122-133 122-133 122-271
S3 121-293 122-057 122-256
S4 121-133 121-217 122-212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-160 122-210 0-270 0.7% 0-036 0.1% 96% True False 68
10 123-170 122-210 0-280 0.7% 0-018 0.0% 93% False False 46
20 124-270 122-210 2-060 1.8% 0-012 0.0% 37% False False 23
40 124-310 122-210 2-100 1.9% 0-006 0.0% 35% False False 12
60 124-310 122-110 2-200 2.1% 0-008 0.0% 43% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 124-138
2.618 124-023
1.618 123-273
1.000 123-230
0.618 123-203
HIGH 123-160
0.618 123-133
0.500 123-125
0.382 123-117
LOW 123-090
0.618 123-047
1.000 123-020
1.618 122-297
2.618 122-227
4.250 122-112
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 123-142 123-115
PP 123-133 123-080
S1 123-125 123-045

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

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