ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 126-090 125-265 -0-145 -0.4% 125-270
High 126-100 125-275 -0-145 -0.4% 126-185
Low 125-210 125-115 -0-095 -0.2% 125-260
Close 125-255 125-250 -0-005 0.0% 126-105
Range 0-210 0-160 -0-050 -23.8% 0-245
ATR 0-145 0-146 0-001 0.8% 0-000
Volume 222,259 116,979 -105,280 -47.4% 7,485,348
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 127-053 126-312 126-018
R3 126-213 126-152 125-294
R2 126-053 126-053 125-279
R1 125-312 125-312 125-265 125-262
PP 125-213 125-213 125-213 125-189
S1 125-152 125-152 125-235 125-102
S2 125-053 125-053 125-221
S3 124-213 124-312 125-206
S4 124-053 124-152 125-162
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
5 126-185 125-115 1-070 1.0% 0-133 0.3% 35% False True 912,467
10 126-185 125-115 1-070 1.0% 0-130 0.3% 35% False True 1,161,781
20 127-010 125-100 1-230 1.4% 0-145 0.4% 27% False False 1,183,269
40 127-010 124-075 2-255 2.2% 0-151 0.4% 55% False False 1,159,223
60 127-010 123-250 3-080 2.6% 0-151 0.4% 62% False False 1,116,839
80 127-010 123-250 3-080 2.6% 0-153 0.4% 62% False False 1,005,249
100 127-010 122-180 4-150 3.6% 0-147 0.4% 72% False False 804,992
Crabel Price Patterns
NR True
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-315
2.618 127-054
1.618 126-214
1.000 126-115
0.618 126-054
HIGH 125-275
0.618 125-214
0.500 125-195
0.382 125-176
LOW 125-115
0.618 125-016
1.000 124-275
1.618 124-176
2.618 124-016
4.250 123-075
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 125-232 125-292
PP 125-213 125-278
S1 125-195 125-264

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

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