ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 124-180 124-290 0-110 0.3% 124-180
High 125-000 125-100 0-100 0.3% 124-220
Low 124-170 124-220 0-050 0.1% 123-130
Close 124-240 125-060 0-140 0.4% 124-150
Range 0-150 0-200 0-050 33.3% 1-090
ATR 0-145 0-149 0-004 2.7% 0-000
Volume 11,475 6,196 -5,279 -46.0% 47,495
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 126-300 126-220 125-170
R3 126-100 126-020 125-115
R2 125-220 125-220 125-097
R1 125-140 125-140 125-078 125-180
PP 125-020 125-020 125-020 125-040
S1 124-260 124-260 125-042 124-300
S2 124-140 124-140 125-023
S3 123-260 124-060 125-005
S4 123-060 123-180 124-270
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
5 125-100 123-190 1-230 1.4% 0-186 0.5% 93% True False 10,791
10 125-100 123-130 1-290 1.5% 0-174 0.4% 93% True False 9,295
20 125-100 123-130 1-290 1.5% 0-140 0.3% 93% True False 5,707
40 125-100 122-210 2-210 2.1% 0-117 0.3% 95% True False 3,463
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-310
2.618 126-304
1.618 126-104
1.000 125-300
0.618 125-224
HIGH 125-100
0.618 125-024
0.500 125-000
0.382 124-296
LOW 124-220
0.618 124-096
1.000 124-020
1.618 123-216
2.618 123-016
4.250 122-010
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 125-040 125-020
PP 125-020 124-300
S1 125-000 124-260

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

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