ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 126-080 126-120 0-040 0.1% 125-270
High 126-185 126-150 -0-035 -0.1% 126-185
Low 126-075 126-075 0-000 0.0% 125-260
Close 126-130 126-105 -0-025 -0.1% 126-105
Range 0-110 0-075 -0-035 -31.8% 0-245
ATR 0-144 0-139 -0-005 -3.4% 0-000
Volume 1,591,275 322,488 -1,268,787 -79.7% 7,485,348
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 127-015 126-295 126-146
R3 126-260 126-220 126-126
R2 126-185 126-185 126-119
R1 126-145 126-145 126-112 126-128
PP 126-110 126-110 126-110 126-101
S1 126-070 126-070 126-098 126-052
S2 126-035 126-035 126-091
S3 125-280 125-315 126-084
S4 125-205 125-240 126-064
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 128-172 128-063 126-240
R3 127-247 127-138 126-172
R2 127-002 127-002 126-150
R1 126-213 126-213 126-127 126-268
PP 126-077 126-077 126-077 126-104
S1 125-288 125-288 126-083 126-022
S2 125-152 125-152 126-060
S3 124-227 125-043 126-038
S4 123-302 124-118 125-290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-185 125-260 0-245 0.6% 0-093 0.2% 67% False False 1,497,069
10 126-210 125-195 1-015 0.8% 0-119 0.3% 69% False False 1,305,312
20 127-010 125-030 1-300 1.5% 0-140 0.3% 64% False False 1,262,979
40 127-010 124-020 2-310 2.4% 0-149 0.4% 76% False False 1,192,276
60 127-010 123-250 3-080 2.6% 0-150 0.4% 78% False False 1,150,383
80 127-010 123-250 3-080 2.6% 0-151 0.4% 78% False False 1,001,361
100 127-010 122-180 4-150 3.5% 0-147 0.4% 84% False False 801,608
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 127-149
2.618 127-026
1.618 126-271
1.000 126-225
0.618 126-196
HIGH 126-150
0.618 126-121
0.500 126-112
0.382 126-104
LOW 126-075
0.618 126-029
1.000 126-000
1.618 125-274
2.618 125-199
4.250 125-076
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 126-112 126-099
PP 126-110 126-093
S1 126-108 126-088

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

View Archives - Comment on this page... - Back to Index of Symbols