ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 126-040 126-080 0-040 0.1% 125-265
High 126-140 127-010 0-190 0.5% 127-010
Low 126-005 126-055 0-050 0.1% 125-180
Close 126-095 126-205 0-110 0.3% 126-205
Range 0-135 0-275 0-140 103.7% 1-150
ATR 0-157 0-166 0-008 5.3% 0-000
Volume 1,286,432 1,606,013 319,581 24.8% 5,878,120
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 129-062 128-248 127-036
R3 128-107 127-293 126-281
R2 127-152 127-152 126-255
R1 127-018 127-018 126-230 127-085
PP 126-197 126-197 126-197 126-230
S1 126-063 126-063 126-180 126-130
S2 125-242 125-242 126-155
S3 124-287 125-108 126-129
S4 124-012 124-153 126-054
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 130-262 130-063 127-144
R3 129-112 128-233 127-014
R2 127-282 127-282 126-291
R1 127-083 127-083 126-248 127-182
PP 126-132 126-132 126-132 126-181
S1 125-253 125-253 126-162 126-032
S2 124-302 124-302 126-119
S3 123-152 124-103 126-076
S4 122-002 122-273 125-266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-010 125-180 1-150 1.2% 0-156 0.4% 73% True False 1,175,624
10 127-010 125-030 1-300 1.5% 0-162 0.4% 80% True False 1,220,646
20 127-010 124-075 2-255 2.2% 0-162 0.4% 86% True False 1,230,937
40 127-010 123-260 3-070 2.5% 0-153 0.4% 88% True False 1,109,687
60 127-010 123-250 3-080 2.6% 0-157 0.4% 88% True False 1,112,368
80 127-010 122-230 4-100 3.4% 0-153 0.4% 91% True False 838,747
100 127-010 122-000 5-010 4.0% 0-141 0.3% 92% True False 671,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 130-219
2.618 129-090
1.618 128-135
1.000 127-285
0.618 127-180
HIGH 127-010
0.618 126-225
0.500 126-192
0.382 126-160
LOW 126-055
0.618 125-205
1.000 125-100
1.618 124-250
2.618 123-295
4.250 122-166
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 126-201 126-168
PP 126-197 126-132
S1 126-192 126-095

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

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