ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 125-105 125-020 -0-085 -0.2% 126-090
High 125-120 125-050 -0-070 -0.2% 126-100
Low 125-020 124-260 -0-080 -0.2% 125-100
Close 125-035 124-295 -0-060 -0.1% 125-170
Range 0-100 0-110 0-010 10.0% 1-000
ATR 0-156 0-153 -0-003 -2.1% 0-000
Volume 19,614 24,037 4,423 22.6% 509,562
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 125-318 125-257 125-036
R3 125-208 125-147 125-005
R2 125-098 125-098 124-315
R1 125-037 125-037 124-305 125-012
PP 124-308 124-308 124-308 124-296
S1 124-247 124-247 124-285 124-222
S2 124-198 124-198 124-275
S3 124-088 124-137 124-265
S4 123-298 124-027 124-234
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
5 126-050 124-260 1-110 1.1% 0-170 0.4% 8% False True 46,252
10 126-185 124-260 1-245 1.4% 0-152 0.4% 6% False True 479,360
20 127-010 124-260 2-070 1.8% 0-152 0.4% 5% False True 892,492
40 127-010 124-075 2-255 2.2% 0-154 0.4% 25% False False 1,037,460
60 127-010 123-250 3-080 2.6% 0-152 0.4% 35% False False 1,029,645
80 127-010 123-250 3-080 2.6% 0-153 0.4% 35% False False 1,006,931
100 127-010 122-180 4-150 3.6% 0-149 0.4% 53% False False 807,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-198
2.618 126-018
1.618 125-228
1.000 125-160
0.618 125-118
HIGH 125-050
0.618 125-008
0.500 124-315
0.382 124-302
LOW 124-260
0.618 124-192
1.000 124-150
1.618 124-082
2.618 123-292
4.250 123-112
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 124-315 125-102
PP 124-308 125-060
S1 124-302 125-018

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

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