ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 125-255 126-040 0-105 0.3% 125-080
High 126-070 126-140 0-070 0.2% 126-175
Low 125-180 126-005 0-145 0.4% 125-030
Close 126-045 126-095 0-050 0.1% 125-310
Range 0-210 0-135 -0-075 -35.7% 1-145
ATR 0-159 0-157 -0-002 -1.1% 0-000
Volume 1,333,778 1,286,432 -47,346 -3.5% 6,328,341
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 127-165 127-105 126-169
R3 127-030 126-290 126-132
R2 126-215 126-215 126-120
R1 126-155 126-155 126-107 126-185
PP 126-080 126-080 126-080 126-095
S1 126-020 126-020 126-083 126-050
S2 125-265 125-265 126-070
S3 125-130 125-205 126-058
S4 124-315 125-070 126-021
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 130-073 129-177 126-246
R3 128-248 128-032 126-118
R2 127-103 127-103 126-075
R1 126-207 126-207 126-033 126-315
PP 125-278 125-278 125-278 126-012
S1 125-062 125-062 125-267 125-170
S2 124-133 124-133 125-225
S3 122-308 123-237 125-182
S4 121-163 122-092 125-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-175 125-180 0-315 0.8% 0-145 0.4% 75% False False 1,219,701
10 126-175 124-130 2-045 1.7% 0-166 0.4% 88% False False 1,294,308
20 126-175 124-075 2-100 1.8% 0-158 0.4% 89% False False 1,200,757
40 126-175 123-260 2-235 2.2% 0-151 0.4% 91% False False 1,102,637
60 126-175 123-250 2-245 2.2% 0-155 0.4% 91% False False 1,087,378
80 126-175 122-230 3-265 3.0% 0-151 0.4% 93% False False 818,695
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 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-074
2.618 127-173
1.618 127-038
1.000 126-275
0.618 126-223
HIGH 126-140
0.618 126-088
0.500 126-072
0.382 126-057
LOW 126-005
0.618 125-242
1.000 125-190
1.618 125-107
2.618 124-292
4.250 124-071
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 126-088 126-063
PP 126-080 126-032
S1 126-072 126-000

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

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