ECBOT 10 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 10-Jul-2014

Day Change Summary
	Previous	Current
	09-Jul-2014	10-Jul-2014	Change	Change %	Previous Week
Open	123-260	124-030	0-090	0.2%	124-110
High	124-050	124-210	0-160	0.4%	124-140
Low	123-230	124-030	0-120	0.3%	122-300
Close	124-050	124-120	0-070	0.2%	123-110
Range	0-140	0-180	0-040	28.6%	1-160
ATR	0-114	0-118	0-005	4.2%	0-000
Volume	2,616	674	-1,942	-74.2%	15,756

Daily Pivots for day following 10-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-020	125-250	124-219
R3	125-160	125-070	124-170
R2	124-300	124-300	124-153
R1	124-210	124-210	124-136	124-255
PP	124-120	124-120	124-120	124-142
S1	124-030	124-030	124-104	124-075
S2	123-260	123-260	124-087
S3	123-080	123-170	124-070
S4	122-220	122-310	124-021

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-023	127-067	124-054
R3	126-183	125-227	123-242
R2	125-023	125-023	123-198
R1	124-067	124-067	123-154	123-285
PP	123-183	123-183	123-183	123-132
S1	122-227	122-227	123-066	122-125
S2	122-023	122-023	123-022
S3	120-183	121-067	122-298
S4	119-023	119-227	122-166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-210	122-300	1-230	1.4%	0-162	0.4%	84%	True	False	2,257
10	124-210	122-300	1-230	1.4%	0-113	0.3%	84%	True	False	2,305
20	124-210	122-210	2-000	1.6%	0-094	0.2%	86%	True	False	1,219

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-006
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-015
2.618	126-041
1.618	125-181
1.000	125-070
0.618	125-001
HIGH	124-210
0.618	124-141
0.500	124-120
0.382	124-099
LOW	124-030
0.618	123-239
1.000	123-170
1.618	123-059
2.618	122-199
4.250	121-225

Fisher Pivots for day following 10-Jul-2014
Pivot	1 day	3 day
R1	124-120	124-090
PP	124-120	124-060
S1	124-120	124-030

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols