ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 126-200 126-090 -0-110 -0.3% 125-265
High 126-210 126-190 -0-020 0.0% 127-010
Low 126-080 126-065 -0-015 0.0% 125-180
Close 126-115 126-070 -0-045 -0.1% 126-205
Range 0-130 0-125 -0-005 -3.8% 1-150
ATR 0-163 0-161 -0-003 -1.7% 0-000
Volume 783,611 990,938 207,327 26.5% 5,878,120
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 127-163 127-082 126-139
R3 127-038 126-277 126-104
R2 126-233 126-233 126-093
R1 126-152 126-152 126-081 126-130
PP 126-108 126-108 126-108 126-098
S1 126-027 126-027 126-059 126-005
S2 125-303 125-303 126-047
S3 125-178 125-222 126-036
S4 125-053 125-097 126-001
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% 0-175 0.4% 45% False False 1,200,154
10 127-010 125-100 1-230 1.4% 0-160 0.4% 53% False False 1,204,757
20 127-010 124-075 2-255 2.2% 0-163 0.4% 71% False False 1,233,025
40 127-010 123-260 3-070 2.6% 0-154 0.4% 75% False False 1,116,324
60 127-010 123-250 3-080 2.6% 0-158 0.4% 75% False False 1,137,154
80 127-010 122-270 4-060 3.3% 0-154 0.4% 81% False False 860,811
100 127-010 122-000 5-010 4.0% 0-143 0.4% 84% False False 688,832
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-081
2.618 127-197
1.618 127-072
1.000 126-315
0.618 126-267
HIGH 126-190
0.618 126-142
0.500 126-128
0.382 126-113
LOW 126-065
0.618 125-308
1.000 125-260
1.618 125-183
2.618 125-058
4.250 124-174
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 126-128 126-192
PP 126-108 126-152
S1 126-089 126-111

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

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