ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 125-270 125-315 0-045 0.1% 126-200
High 126-025 126-065 0-040 0.1% 126-210
Low 125-260 125-300 0-040 0.1% 125-195
Close 125-305 126-010 0-025 0.1% 125-285
Range 0-085 0-085 0-000 0.0% 1-015
ATR 0-155 0-150 -0-005 -3.2% 0-000
Volume 1,310,860 1,951,387 640,527 48.9% 5,567,773
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 126-273 126-227 126-057
R3 126-188 126-142 126-033
R2 126-103 126-103 126-026
R1 126-057 126-057 126-018 126-080
PP 126-018 126-018 126-018 126-030
S1 125-292 125-292 126-002 125-315
S2 125-253 125-253 125-314
S3 125-168 125-207 125-307
S4 125-083 125-122 125-283
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
5 126-095 125-195 0-220 0.5% 0-128 0.3% 61% False False 1,411,094
10 127-010 125-180 1-150 1.2% 0-152 0.4% 32% False False 1,305,624
20 127-010 124-075 2-255 2.2% 0-166 0.4% 64% False False 1,354,769
40 127-010 123-260 3-070 2.6% 0-155 0.4% 69% False False 1,167,199
60 127-010 123-250 3-080 2.6% 0-155 0.4% 69% False False 1,150,166
80 127-010 123-180 3-150 2.8% 0-151 0.4% 71% False False 948,758
100 127-010 122-070 4-260 3.8% 0-148 0.4% 79% False False 759,380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Fibonacci Retracements and Extensions
4.250 127-106
2.618 126-288
1.618 126-203
1.000 126-150
0.618 126-118
HIGH 126-065
0.618 126-033
0.500 126-022
0.382 126-012
LOW 125-300
0.618 125-247
1.000 125-215
1.618 125-162
2.618 125-077
4.250 124-259
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 126-022 125-318
PP 126-018 125-307
S1 126-014 125-295

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

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