ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 125-315 126-000 0-005 0.0% 126-200
High 126-065 126-100 0-035 0.1% 126-210
Low 125-300 125-310 0-010 0.0% 125-195
Close 126-010 126-075 0-065 0.2% 125-285
Range 0-085 0-110 0-025 29.4% 1-015
ATR 0-150 0-147 -0-003 -1.9% 0-000
Volume 1,951,387 2,309,338 357,951 18.3% 5,567,773
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 127-065 127-020 126-136
R3 126-275 126-230 126-105
R2 126-165 126-165 126-095
R1 126-120 126-120 126-085 126-142
PP 126-055 126-055 126-055 126-066
S1 126-010 126-010 126-065 126-032
S2 125-265 125-265 126-055
S3 125-155 125-220 126-045
S4 125-045 125-110 126-014
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
5 126-100 125-195 0-225 0.6% 0-118 0.3% 89% True False 1,635,938
10 127-010 125-195 1-135 1.1% 0-142 0.4% 44% False False 1,403,180
20 127-010 124-075 2-255 2.2% 0-155 0.4% 72% False False 1,378,690
40 127-010 123-260 3-070 2.5% 0-155 0.4% 75% False False 1,204,126
60 127-010 123-250 3-080 2.6% 0-153 0.4% 75% False False 1,166,910
80 127-010 123-180 3-150 2.7% 0-151 0.4% 77% False False 977,533
100 127-010 122-180 4-150 3.5% 0-147 0.4% 82% False False 782,471
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-248
2.618 127-068
1.618 126-278
1.000 126-210
0.618 126-168
HIGH 126-100
0.618 126-058
0.500 126-045
0.382 126-032
LOW 125-310
0.618 125-242
1.000 125-200
1.618 125-132
2.618 125-022
4.250 124-162
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 126-065 126-057
PP 126-055 126-038
S1 126-045 126-020

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

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