ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 30-Jul-2014
Day Change Summary
Previous Current
29-Jul-2014 30-Jul-2014 Change Change % Previous Week
Open 124-100 124-190 0-090 0.2% 124-130
High 124-220 124-200 -0-020 -0.1% 124-250
Low 124-100 123-200 -0-220 -0.6% 124-060
Close 124-200 123-260 -0-260 -0.7% 124-180
Range 0-120 1-000 0-200 166.7% 0-190
ATR 0-116 0-131 0-015 12.5% 0-000
Volume 3,379 7,269 3,890 115.1% 24,036
Daily Pivots for day following 30-Jul-2014
Classic Woodie Camarilla DeMark
R4 127-007 126-133 124-116
R3 126-007 125-133 124-028
R2 125-007 125-007 123-319
R1 124-133 124-133 123-289 124-070
PP 124-007 124-007 124-007 123-295
S1 123-133 123-133 123-231 123-070
S2 123-007 123-007 123-201
S3 122-007 122-133 123-172
S4 121-007 121-133 123-084
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
5 124-230 123-200 1-030 0.9% 0-162 0.4% 17% False True 5,864
10 124-270 123-200 1-070 1.0% 0-144 0.4% 15% False True 4,306
20 124-270 122-300 1-290 1.5% 0-131 0.3% 46% False False 3,112
40 124-270 122-210 2-060 1.8% 0-090 0.2% 53% False False 1,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 128-280
2.618 127-078
1.618 126-078
1.000 125-200
0.618 125-078
HIGH 124-200
0.618 124-078
0.500 124-040
0.382 124-002
LOW 123-200
0.618 123-002
1.000 122-200
1.618 122-002
2.618 121-002
4.250 119-120
Fisher Pivots for day following 30-Jul-2014
Pivot 1 day 3 day
R1 124-040 124-050
PP 124-007 124-013
S1 123-293 123-297

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

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