ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 126-000 125-270 -0-050 -0.1% 126-200
High 126-075 126-025 -0-050 -0.1% 126-210
Low 125-195 125-260 0-065 0.2% 125-195
Close 125-285 125-305 0-020 0.0% 125-285
Range 0-200 0-085 -0-115 -57.5% 1-015
ATR 0-160 0-155 -0-005 -3.3% 0-000
Volume 1,469,830 1,310,860 -158,970 -10.8% 5,567,773
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 126-238 126-197 126-032
R3 126-153 126-112 126-008
R2 126-068 126-068 126-001
R1 126-027 126-027 125-313 126-048
PP 125-303 125-303 125-303 125-314
S1 125-262 125-262 125-297 125-282
S2 125-218 125-218 125-289
S3 125-133 125-177 125-282
S4 125-048 125-092 125-258
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 129-062 128-188 126-149
R3 128-047 127-173 126-057
R2 127-032 127-032 126-026
R1 126-158 126-158 125-316 126-088
PP 126-017 126-017 126-017 125-301
S1 125-143 125-143 125-254 125-072
S2 125-002 125-002 125-224
S3 123-307 124-128 125-193
S4 122-292 123-113 125-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-190 125-195 0-315 0.8% 0-136 0.3% 35% False False 1,219,004
10 127-010 125-180 1-150 1.2% 0-150 0.4% 27% False False 1,194,573
20 127-010 124-075 2-255 2.2% 0-168 0.4% 61% False False 1,313,677
40 127-010 123-260 3-070 2.6% 0-155 0.4% 67% False False 1,139,043
60 127-010 123-250 3-080 2.6% 0-157 0.4% 67% False False 1,138,855
80 127-010 122-280 4-050 3.3% 0-155 0.4% 74% False False 924,436
100 127-010 122-000 5-010 4.0% 0-147 0.4% 79% False False 739,866
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-034
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 127-066
2.618 126-248
1.618 126-163
1.000 126-110
0.618 126-078
HIGH 126-025
0.618 125-313
0.500 125-302
0.382 125-292
LOW 125-260
0.618 125-207
1.000 125-175
1.618 125-122
2.618 125-037
4.250 124-219
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 125-304 125-302
PP 125-303 125-298
S1 125-302 125-295

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

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