ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 126-000 126-080 0-080 0.2% 126-200
High 126-100 126-185 0-085 0.2% 126-210
Low 125-310 126-075 0-085 0.2% 125-195
Close 126-075 126-130 0-055 0.1% 125-285
Range 0-110 0-110 0-000 0.0% 1-015
ATR 0-147 0-144 -0-003 -1.8% 0-000
Volume 2,309,338 1,591,275 -718,063 -31.1% 5,567,773
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 127-140 127-085 126-190
R3 127-030 126-295 126-160
R2 126-240 126-240 126-150
R1 126-185 126-185 126-140 126-212
PP 126-130 126-130 126-130 126-144
S1 126-075 126-075 126-120 126-102
S2 126-020 126-020 126-110
S3 125-230 125-285 126-100
S4 125-120 125-175 126-070
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
5 126-185 125-195 0-310 0.8% 0-118 0.3% 82% True False 1,726,538
10 127-010 125-195 1-135 1.1% 0-139 0.3% 56% False False 1,433,664
20 127-010 124-130 2-200 2.1% 0-152 0.4% 76% False False 1,363,986
40 127-010 123-260 3-070 2.5% 0-152 0.4% 81% False False 1,217,049
60 127-010 123-250 3-080 2.6% 0-153 0.4% 81% False False 1,170,062
80 127-010 123-200 3-130 2.7% 0-151 0.4% 82% False False 997,372
100 127-010 122-180 4-150 3.5% 0-148 0.4% 86% False False 798,384
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Fibonacci Retracements and Extensions
4.250 128-012
2.618 127-153
1.618 127-043
1.000 126-295
0.618 126-253
HIGH 126-185
0.618 126-143
0.500 126-130
0.382 126-117
LOW 126-075
0.618 126-007
1.000 125-285
1.618 125-217
2.618 125-107
4.250 124-248
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 126-130 126-114
PP 126-130 126-098
S1 126-130 126-082

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

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