ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 124-230 124-225 -0-005 0.0% 125-195
High 125-015 125-040 0-025 0.1% 125-265
Low 124-215 124-120 -0-095 -0.2% 124-150
Close 124-225 124-190 -0-035 -0.1% 124-155
Range 0-120 0-240 0-120 100.0% 1-115
ATR 0-144 0-151 0-007 4.8% 0-000
Volume 21,950 28,961 7,011 31.9% 103,457
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 126-303 126-167 125-002
R3 126-063 125-247 124-256
R2 125-143 125-143 124-234
R1 125-007 125-007 124-212 124-275
PP 124-223 124-223 124-223 124-198
S1 124-087 124-087 124-168 124-035
S2 123-303 123-303 124-146
S3 123-063 123-167 124-124
S4 122-143 122-247 124-058
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
5 125-040 124-120 0-240 0.6% 0-133 0.3% 29% True True 20,013
10 126-050 124-120 1-250 1.4% 0-152 0.4% 12% False True 33,132
20 126-185 124-120 2-065 1.8% 0-141 0.4% 10% False True 597,456
40 127-010 124-075 2-255 2.2% 0-152 0.4% 13% False False 915,241
60 127-010 123-260 3-070 2.6% 0-150 0.4% 24% False False 943,368
80 127-010 123-250 3-080 2.6% 0-153 0.4% 25% False False 1,002,230
100 127-010 122-270 4-060 3.4% 0-151 0.4% 42% False False 808,140
120 127-010 122-000 5-010 4.0% 0-143 0.4% 52% False False 673,603
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 0-042
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 128-100
2.618 127-028
1.618 126-108
1.000 125-280
0.618 125-188
HIGH 125-040
0.618 124-268
0.500 124-240
0.382 124-212
LOW 124-120
0.618 123-292
1.000 123-200
1.618 123-052
2.618 122-132
4.250 121-060
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 124-240 124-240
PP 124-223 124-223
S1 124-207 124-207

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

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