ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 124-110 124-180 0-070 0.2% 124-130
High 124-190 124-180 -0-010 0.0% 124-250
Low 124-060 124-100 0-040 0.1% 124-060
Close 124-180 124-110 -0-070 -0.2% 124-180
Range 0-130 0-080 -0-050 -38.5% 0-190
ATR 0-119 0-116 -0-003 -2.3% 0-000
Volume 8,570 5,838 -2,732 -31.9% 24,036
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 125-050 125-000 124-154
R3 124-290 124-240 124-132
R2 124-210 124-210 124-125
R1 124-160 124-160 124-117 124-145
PP 124-130 124-130 124-130 124-122
S1 124-080 124-080 124-103 124-065
S2 124-050 124-050 124-095
S3 123-290 124-000 124-088
S4 123-210 123-240 124-066
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 126-093 126-007 124-284
R3 125-223 125-137 124-232
R2 125-033 125-033 124-215
R1 124-267 124-267 124-197 124-310
PP 124-163 124-163 124-163 124-185
S1 124-077 124-077 124-163 124-120
S2 123-293 123-293 124-145
S3 123-103 123-207 124-128
S4 122-233 123-017 124-076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-250 124-060 0-190 0.5% 0-110 0.3% 26% False False 5,552
10 124-270 123-300 0-290 0.7% 0-119 0.3% 45% False False 3,352
20 124-270 122-300 1-290 1.5% 0-114 0.3% 74% False False 2,876
40 124-270 122-210 2-060 1.8% 0-078 0.2% 77% False False 1,500
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-200
2.618 125-069
1.618 124-309
1.000 124-260
0.618 124-229
HIGH 124-180
0.618 124-149
0.500 124-140
0.382 124-131
LOW 124-100
0.618 124-051
1.000 124-020
1.618 123-291
2.618 123-211
4.250 123-080
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 124-140 124-145
PP 124-130 124-133
S1 124-120 124-122

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

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