ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 123-150 122-300 -0-170 -0.4% 124-010
High 123-150 122-300 -0-170 -0.4% 124-010
Low 123-150 122-300 -0-170 -0.4% 122-300
Close 123-150 122-300 -0-170 -0.4% 122-300
Range
ATR 0-060 0-068 0-008 13.1% 0-000
Volume 30 30 0 0.0% 63
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 122-300 122-300 122-300
R3 122-300 122-300 122-300
R2 122-300 122-300 122-300
R1 122-300 122-300 122-300 122-300
PP 122-300 122-300 122-300 122-300
S1 122-300 122-300 122-300 122-300
S2 122-300 122-300 122-300
S3 122-300 122-300 122-300
S4 122-300 122-300 122-300
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
5 124-010 122-300 1-030 0.9% 0-000 0.0% 0% False True 12
10 124-250 122-300 1-270 1.5% 0-006 0.0% 0% False True 6
20 124-310 122-300 2-010 1.7% 0-004 0.0% 0% False True 3
40 124-310 122-240 2-070 1.8% 0-002 0.0% 8% False False 2
60 124-310 122-110 2-200 2.1% 0-005 0.0% 23% False False 2
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
4.250 122-300
2.618 122-300
1.618 122-300
1.000 122-300
0.618 122-300
HIGH 122-300
0.618 122-300
0.500 122-300
0.382 122-300
LOW 122-300
0.618 122-300
1.000 122-300
1.618 122-300
2.618 122-300
4.250 122-300
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 122-300 123-075
PP 122-300 123-043
S1 122-300 123-012

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

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