ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 125-265 125-145 -0-120 -0.3% 126-090
High 126-025 126-050 0-025 0.1% 126-100
Low 125-130 125-100 -0-030 -0.1% 125-100
Close 125-155 125-170 0-015 0.0% 125-170
Range 0-215 0-270 0-055 25.6% 1-000
ATR 0-151 0-159 0-009 5.7% 0-000
Volume 103,405 66,919 -36,486 -35.3% 509,562
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 128-063 127-227 125-318
R3 127-113 126-277 125-244
R2 126-163 126-163 125-220
R1 126-007 126-007 125-195 126-085
PP 125-213 125-213 125-213 125-252
S1 125-057 125-057 125-145 125-135
S2 124-263 124-263 125-120
S3 123-313 124-107 125-096
S4 123-043 123-157 125-022
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 128-230 128-040 126-026
R3 127-230 127-040 125-258
R2 126-230 126-230 125-229
R1 126-040 126-040 125-199 125-295
PP 125-230 125-230 125-230 125-198
S1 125-040 125-040 125-141 124-295
S2 124-230 124-230 125-111
S3 123-230 124-040 125-082
S4 122-230 123-040 124-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-150 125-100 1-050 0.9% 0-186 0.5% 19% False True 166,410
10 126-185 125-100 1-085 1.0% 0-152 0.4% 17% False True 946,474
20 127-010 125-100 1-230 1.4% 0-152 0.4% 13% False True 1,063,360
40 127-010 124-075 2-255 2.2% 0-154 0.4% 46% False False 1,099,710
60 127-010 123-250 3-080 2.6% 0-154 0.4% 54% False False 1,084,311
80 127-010 123-250 3-080 2.6% 0-156 0.4% 54% False False 1,007,040
100 127-010 122-180 4-150 3.6% 0-149 0.4% 66% False False 806,688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 129-238
2.618 128-117
1.618 127-167
1.000 127-000
0.618 126-217
HIGH 126-050
0.618 125-267
0.500 125-235
0.382 125-203
LOW 125-100
0.618 124-253
1.000 124-150
1.618 123-303
2.618 123-033
4.250 121-232
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 125-235 125-235
PP 125-213 125-213
S1 125-192 125-192

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

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