ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 124-150 124-220 0-070 0.2% 124-180
High 124-250 124-240 -0-010 0.0% 124-220
Low 124-130 124-100 -0-030 -0.1% 123-130
Close 124-190 124-200 0-010 0.0% 124-150
Range 0-120 0-140 0-020 16.7% 1-090
ATR 0-145 0-144 0-000 -0.2% 0-000
Volume 12,026 7,196 -4,830 -40.2% 47,495
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 125-280 125-220 124-277
R3 125-140 125-080 124-238
R2 125-000 125-000 124-226
R1 124-260 124-260 124-213 124-220
PP 124-180 124-180 124-180 124-160
S1 124-120 124-120 124-187 124-080
S2 124-040 124-040 124-174
S3 123-220 123-300 124-162
S4 123-080 123-160 124-123
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
5 124-250 123-130 1-120 1.1% 0-212 0.5% 89% False False 11,500
10 124-250 123-130 1-120 1.1% 0-161 0.4% 89% False False 8,624
20 124-270 123-130 1-140 1.2% 0-138 0.3% 85% False False 4,988
40 124-270 122-210 2-060 1.8% 0-108 0.3% 90% False False 3,021
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 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-195
2.618 125-287
1.618 125-147
1.000 125-060
0.618 125-007
HIGH 124-240
0.618 124-187
0.500 124-170
0.382 124-153
LOW 124-100
0.618 124-013
1.000 123-280
1.618 123-193
2.618 123-053
4.250 122-145
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 124-190 124-153
PP 124-180 124-107
S1 124-170 124-060

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

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