ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 125-000 125-130 0-130 0.3% 124-150
High 125-160 125-240 0-080 0.2% 125-270
Low 124-280 125-100 0-140 0.4% 124-100
Close 125-140 125-200 0-060 0.1% 125-080
Range 0-200 0-140 -0-060 -30.0% 1-170
ATR 0-152 0-151 -0-001 -0.5% 0-000
Volume 7,522 12,617 5,095 67.7% 59,106
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 126-280 126-220 125-277
R3 126-140 126-080 125-238
R2 126-000 126-000 125-226
R1 125-260 125-260 125-213 125-290
PP 125-180 125-180 125-180 125-195
S1 125-120 125-120 125-187 125-150
S2 125-040 125-040 125-174
S3 124-220 124-300 125-162
S4 124-080 124-160 125-123
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
5 125-270 124-280 0-310 0.8% 0-156 0.4% 77% False False 17,210
10 125-270 123-190 2-080 1.8% 0-171 0.4% 90% False False 14,000
20 125-270 123-130 2-140 1.9% 0-156 0.4% 91% False False 9,794
40 125-270 122-300 2-290 2.3% 0-124 0.3% 92% False False 5,608
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-195
2.618 126-287
1.618 126-147
1.000 126-060
0.618 126-007
HIGH 125-240
0.618 125-187
0.500 125-170
0.382 125-153
LOW 125-100
0.618 125-013
1.000 124-280
1.618 124-193
2.618 124-053
4.250 123-145
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 125-190 125-167
PP 125-180 125-133
S1 125-170 125-100

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

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