ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 124-180 124-230 0-050 0.1% 125-195
High 124-235 125-015 0-100 0.3% 125-265
Low 124-140 124-215 0-075 0.2% 124-150
Close 124-210 124-225 0-015 0.0% 124-155
Range 0-095 0-120 0-025 26.3% 1-115
ATR 0-145 0-144 -0-001 -1.0% 0-000
Volume 6,637 21,950 15,313 230.7% 103,457
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 125-298 125-222 124-291
R3 125-178 125-102 124-258
R2 125-058 125-058 124-247
R1 124-302 124-302 124-236 124-280
PP 124-258 124-258 124-258 124-248
S1 124-182 124-182 124-214 124-160
S2 124-138 124-138 124-203
S3 124-018 124-062 124-192
S4 123-218 123-262 124-159
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 129-002 128-033 125-074
R3 127-207 126-238 124-275
R2 126-092 126-092 124-235
R1 125-123 125-123 124-195 125-050
PP 124-297 124-297 124-297 124-260
S1 124-008 124-008 124-115 123-255
S2 123-182 123-182 124-075
S3 122-067 122-213 124-035
S4 120-272 121-098 123-236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-050 124-140 0-230 0.6% 0-107 0.3% 37% False False 19,028
10 126-050 124-140 1-230 1.4% 0-144 0.4% 15% False False 41,934
20 126-190 124-140 2-050 1.7% 0-135 0.3% 12% False False 645,555
40 127-010 124-075 2-255 2.2% 0-149 0.4% 17% False False 940,074
60 127-010 123-260 3-070 2.6% 0-148 0.4% 28% False False 953,882
80 127-010 123-250 3-080 2.6% 0-152 0.4% 28% False False 1,003,994
100 127-010 122-270 4-060 3.4% 0-150 0.4% 44% False False 807,884
120 127-010 122-000 5-010 4.0% 0-141 0.4% 54% False False 673,362
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126-205
2.618 126-009
1.618 125-209
1.000 125-135
0.618 125-089
HIGH 125-015
0.618 124-289
0.500 124-275
0.382 124-261
LOW 124-215
0.618 124-141
1.000 124-095
1.618 124-021
2.618 123-221
4.250 123-025
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 124-275 124-238
PP 124-258 124-233
S1 124-242 124-229

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

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