ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 126-120 126-090 -0-030 -0.1% 125-270
High 126-150 126-100 -0-050 -0.1% 126-185
Low 126-075 125-210 -0-185 -0.5% 125-260
Close 126-105 125-255 -0-170 -0.4% 126-105
Range 0-075 0-210 0-135 180.0% 0-245
ATR 0-139 0-145 0-005 3.9% 0-000
Volume 322,488 222,259 -100,229 -31.1% 7,485,348
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 127-285 127-160 126-050
R3 127-075 126-270 125-313
R2 126-185 126-185 125-294
R1 126-060 126-060 125-274 126-018
PP 125-295 125-295 125-295 125-274
S1 125-170 125-170 125-236 125-128
S2 125-085 125-085 125-216
S3 124-195 124-280 125-197
S4 123-305 124-070 125-140
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
5 126-185 125-210 0-295 0.7% 0-118 0.3% 15% False True 1,279,349
10 126-190 125-195 0-315 0.8% 0-127 0.3% 19% False False 1,249,176
20 127-010 125-030 1-300 1.5% 0-144 0.4% 36% False False 1,236,452
40 127-010 124-075 2-255 2.2% 0-151 0.4% 56% False False 1,181,893
60 127-010 123-250 3-080 2.6% 0-150 0.4% 62% False False 1,128,665
80 127-010 123-250 3-080 2.6% 0-152 0.4% 62% False False 1,003,999
100 127-010 122-180 4-150 3.6% 0-148 0.4% 72% False False 803,829
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 129-032
2.618 128-010
1.618 127-120
1.000 126-310
0.618 126-230
HIGH 126-100
0.618 126-020
0.500 125-315
0.382 125-290
LOW 125-210
0.618 125-080
1.000 125-000
1.618 124-190
2.618 123-300
4.250 122-278
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 125-315 126-038
PP 125-295 126-003
S1 125-275 125-289

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

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