ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 11-Aug-2014
Day Change Summary
Previous Current
08-Aug-2014 11-Aug-2014 Change Change % Previous Week
Open 125-080 125-040 -0-040 -0.1% 124-150
High 125-270 125-100 -0-170 -0.4% 125-270
Low 125-050 125-010 -0-040 -0.1% 124-100
Close 125-080 125-070 -0-010 0.0% 125-080
Range 0-220 0-090 -0-130 -59.1% 1-170
ATR 0-154 0-149 -0-005 -3.0% 0-000
Volume 22,213 30,383 8,170 36.8% 59,106
Daily Pivots for day following 11-Aug-2014
Classic Woodie Camarilla DeMark
R4 126-010 125-290 125-120
R3 125-240 125-200 125-095
R2 125-150 125-150 125-086
R1 125-110 125-110 125-078 125-130
PP 125-060 125-060 125-060 125-070
S1 125-020 125-020 125-062 125-040
S2 124-290 124-290 125-054
S3 124-200 124-250 125-045
S4 124-110 124-160 125-020
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 129-233 129-007 126-030
R3 128-063 127-157 125-215
R2 126-213 126-213 125-170
R1 125-307 125-307 125-125 126-100
PP 125-043 125-043 125-043 125-100
S1 124-137 124-137 125-035 124-250
S2 123-193 123-193 124-310
S3 122-023 122-287 124-265
S4 120-173 121-117 124-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-270 124-100 1-170 1.2% 0-160 0.4% 59% False False 15,492
10 125-270 123-130 2-140 1.9% 0-184 0.5% 74% False False 13,114
20 125-270 123-130 2-140 1.9% 0-152 0.4% 74% False False 8,233
40 125-270 122-210 3-060 2.5% 0-120 0.3% 80% False False 4,776
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-026
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 126-162
2.618 126-016
1.618 125-246
1.000 125-190
0.618 125-156
HIGH 125-100
0.618 125-066
0.500 125-055
0.382 125-044
LOW 125-010
0.618 124-274
1.000 124-240
1.618 124-184
2.618 124-094
4.250 123-268
Fisher Pivots for day following 11-Aug-2014
Pivot 1 day 3 day
R1 125-065 125-085
PP 125-060 125-080
S1 125-055 125-075

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

View Archives - Comment on this page... - Back to Index of Symbols