ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 126-080 126-200 0-120 0.3% 125-265
High 127-010 126-210 -0-120 -0.3% 127-010
Low 126-055 126-080 0-025 0.1% 125-180
Close 126-205 126-115 -0-090 -0.2% 126-205
Range 0-275 0-130 -0-145 -52.7% 1-150
ATR 0-166 0-163 -0-003 -1.5% 0-000
Volume 1,606,013 783,611 -822,402 -51.2% 5,878,120
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 127-205 127-130 126-186
R3 127-075 127-000 126-151
R2 126-265 126-265 126-139
R1 126-190 126-190 126-127 126-162
PP 126-135 126-135 126-135 126-121
S1 126-060 126-060 126-103 126-032
S2 126-005 126-005 126-091
S3 125-195 125-250 126-079
S4 125-065 125-120 126-044
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% 0-165 0.4% 54% False False 1,170,142
10 127-010 125-030 1-300 1.5% 0-162 0.4% 65% False False 1,223,728
20 127-010 124-075 2-255 2.2% 0-163 0.4% 76% False False 1,234,592
40 127-010 123-260 3-070 2.5% 0-154 0.4% 79% False False 1,108,045
60 127-010 123-250 3-080 2.6% 0-157 0.4% 79% False False 1,123,473
80 127-010 122-270 4-060 3.3% 0-153 0.4% 84% False False 848,466
100 127-010 122-000 5-010 4.0% 0-142 0.4% 87% False False 678,923
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-122
2.618 127-230
1.618 127-100
1.000 127-020
0.618 126-290
HIGH 126-210
0.618 126-160
0.500 126-145
0.382 126-130
LOW 126-080
0.618 126-000
1.000 125-270
1.618 125-190
2.618 125-060
4.250 124-168
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 126-145 126-168
PP 126-135 126-150
S1 126-125 126-132

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

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