ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 125-020 124-275 -0-065 -0.2% 126-090
High 125-050 125-035 -0-015 0.0% 126-100
Low 124-260 124-255 -0-005 0.0% 125-100
Close 124-295 124-305 0-010 0.0% 125-170
Range 0-110 0-100 -0-010 -9.1% 1-000
ATR 0-153 0-149 -0-004 -2.5% 0-000
Volume 24,037 19,788 -4,249 -17.7% 509,562
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 125-285 125-235 125-040
R3 125-185 125-135 125-012
R2 125-085 125-085 125-003
R1 125-035 125-035 124-314 125-060
PP 124-305 124-305 124-305 124-318
S1 124-255 124-255 124-296 124-280
S2 124-205 124-205 124-287
S3 124-105 124-155 124-278
S4 124-005 124-055 124-250
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
5 126-050 124-255 1-115 1.1% 0-147 0.4% 11% False True 29,528
10 126-185 124-255 1-250 1.4% 0-150 0.4% 9% False True 250,405
20 127-010 124-255 2-075 1.8% 0-146 0.4% 7% False True 826,792
40 127-010 124-075 2-255 2.2% 0-154 0.4% 26% False False 1,019,898
60 127-010 123-250 3-080 2.6% 0-151 0.4% 36% False False 1,011,501
80 127-010 123-250 3-080 2.6% 0-153 0.4% 36% False False 1,006,689
100 127-010 122-180 4-150 3.6% 0-150 0.4% 53% False False 807,452
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-140
2.618 125-297
1.618 125-197
1.000 125-135
0.618 125-097
HIGH 125-035
0.618 124-317
0.500 124-305
0.382 124-293
LOW 124-255
0.618 124-193
1.000 124-155
1.618 124-093
2.618 123-313
4.250 123-150
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 124-305 125-028
PP 124-305 125-013
S1 124-305 124-319

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

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