ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 122-250 123-060 0-130 0.3% 123-030
High 122-300 123-080 0-100 0.3% 123-050
Low 122-250 123-060 0-130 0.3% 122-210
Close 122-300 123-070 0-090 0.2% 122-300
Range 0-050 0-020 -0-030 -60.0% 0-160
ATR 0-067 0-070 0-002 3.5% 0-000
Volume 1 105 104 10,400.0% 92
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 123-130 123-120 123-081
R3 123-110 123-100 123-076
R2 123-090 123-090 123-074
R1 123-080 123-080 123-072 123-085
PP 123-070 123-070 123-070 123-072
S1 123-060 123-060 123-068 123-065
S2 123-050 123-050 123-066
S3 123-030 123-040 123-064
S4 123-010 123-020 123-059
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
5 123-080 122-210 0-190 0.5% 0-022 0.1% 95% True False 33
10 123-240 122-210 1-030 0.9% 0-011 0.0% 51% False False 25
20 124-270 122-210 2-060 1.8% 0-009 0.0% 26% False False 13
40 124-310 122-210 2-100 1.9% 0-004 0.0% 24% False False 7
60 124-310 122-110 2-200 2.1% 0-007 0.0% 33% False False 5
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-165
2.618 123-132
1.618 123-112
1.000 123-100
0.618 123-092
HIGH 123-080
0.618 123-072
0.500 123-070
0.382 123-068
LOW 123-060
0.618 123-048
1.000 123-040
1.618 123-028
2.618 123-008
4.250 122-295
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 123-070 123-042
PP 123-070 123-013
S1 123-070 122-305

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

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