ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 125-095 125-050 -0-045 -0.1% 125-075
High 125-105 125-140 0-035 0.1% 125-175
Low 125-020 125-010 -0-010 0.0% 124-300
Close 125-040 125-120 0-080 0.2% 125-100
Range 0-085 0-130 0-045 52.9% 0-195
ATR 0-142 0-141 -0-001 -0.6% 0-000
Volume 765,567 1,129,557 363,990 47.5% 4,458,255
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 126-160 126-110 125-192
R3 126-030 125-300 125-156
R2 125-220 125-220 125-144
R1 125-170 125-170 125-132 125-195
PP 125-090 125-090 125-090 125-102
S1 125-040 125-040 125-108 125-065
S2 124-280 124-280 125-096
S3 124-150 124-230 125-084
S4 124-020 124-100 125-048
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 127-030 126-260 125-207
R3 126-155 126-065 125-154
R2 125-280 125-280 125-136
R1 125-190 125-190 125-118 125-235
PP 125-085 125-085 125-085 125-108
S1 124-315 124-315 125-082 125-040
S2 124-210 124-210 125-064
S3 124-015 124-120 125-046
S4 123-140 123-245 124-313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-175 124-300 0-195 0.5% 0-119 0.3% 72% False False 924,119
10 125-235 124-240 0-315 0.8% 0-133 0.3% 63% False False 960,942
20 125-235 123-260 1-295 1.5% 0-144 0.4% 81% False False 979,630
40 125-235 123-250 1-305 1.6% 0-150 0.4% 82% False False 1,047,865
60 126-000 123-180 2-140 1.9% 0-146 0.4% 74% False False 813,421
80 126-000 122-070 3-250 3.0% 0-143 0.4% 83% False False 610,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-052
2.618 126-160
1.618 126-030
1.000 125-270
0.618 125-220
HIGH 125-140
0.618 125-090
0.500 125-075
0.382 125-060
LOW 125-010
0.618 124-250
1.000 124-200
1.618 124-120
2.618 123-310
4.250 123-098
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 125-105 125-100
PP 125-090 125-080
S1 125-075 125-060

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

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