ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 01-Aug-2014
Day Change Summary
Previous Current
31-Jul-2014 01-Aug-2014 Change Change % Previous Week
Open 123-260 123-230 -0-030 -0.1% 124-180
High 123-290 124-190 0-220 0.6% 124-220
Low 123-130 123-190 0-060 0.2% 123-130
Close 123-250 124-150 0-220 0.6% 124-150
Range 0-160 1-000 0-160 100.0% 1-090
ATR 0-133 0-146 0-013 10.0% 0-000
Volume 13,943 17,066 3,123 22.4% 47,495
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 127-070 126-270 125-006
R3 126-070 125-270 124-238
R2 125-070 125-070 124-209
R1 124-270 124-270 124-179 125-010
PP 124-070 124-070 124-070 124-100
S1 123-270 123-270 124-121 124-010
S2 123-070 123-070 124-091
S3 122-070 122-270 124-062
S4 121-070 121-270 123-294
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 128-010 127-170 125-056
R3 126-240 126-080 124-263
R2 125-150 125-150 124-225
R1 124-310 124-310 124-188 124-185
PP 124-060 124-060 124-060 123-318
S1 123-220 123-220 124-112 123-095
S2 122-290 122-290 124-075
S3 121-200 122-130 124-037
S4 120-110 121-040 123-244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-220 123-130 1-090 1.0% 0-200 0.5% 83% False False 9,499
10 124-250 123-130 1-120 1.1% 0-157 0.4% 77% False False 7,153
20 124-270 123-050 1-220 1.4% 0-138 0.3% 78% False False 4,171
40 124-270 122-210 2-060 1.8% 0-102 0.3% 83% False False 2,541
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-270
2.618 127-068
1.618 126-068
1.000 125-190
0.618 125-068
HIGH 124-190
0.618 124-068
0.500 124-030
0.382 123-312
LOW 123-190
0.618 122-312
1.000 122-190
1.618 121-312
2.618 120-312
4.250 119-110
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 124-110 124-102
PP 124-070 124-053
S1 124-030 124-005

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

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