ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 125-130 125-180 0-050 0.1% 125-040
High 125-240 126-120 0-200 0.5% 126-120
Low 125-100 125-160 0-060 0.1% 124-280
Close 125-200 126-000 0-120 0.3% 126-000
Range 0-140 0-280 0-140 100.0% 1-160
ATR 0-151 0-160 0-009 6.1% 0-000
Volume 12,617 38,299 25,682 203.6% 102,136
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 128-187 128-053 126-154
R3 127-227 127-093 126-077
R2 126-267 126-267 126-051
R1 126-133 126-133 126-026 126-200
PP 125-307 125-307 125-307 126-020
S1 125-173 125-173 125-294 125-240
S2 125-027 125-027 125-269
S3 124-067 124-213 125-243
S4 123-107 123-253 125-166
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 130-080 129-200 126-264
R3 128-240 128-040 126-132
R2 127-080 127-080 126-088
R1 126-200 126-200 126-044 126-300
PP 125-240 125-240 125-240 125-290
S1 125-040 125-040 125-276 125-140
S2 124-080 124-080 125-232
S3 122-240 123-200 125-188
S4 121-080 122-040 125-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-120 124-280 1-160 1.2% 0-168 0.4% 75% True False 20,427
10 126-120 124-100 2-020 1.6% 0-167 0.4% 82% True False 16,124
20 126-120 123-130 2-310 2.4% 0-162 0.4% 87% True False 11,638
40 126-120 122-300 3-140 2.7% 0-130 0.3% 89% True False 6,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 130-030
2.618 128-213
1.618 127-253
1.000 127-080
0.618 126-293
HIGH 126-120
0.618 126-013
0.500 125-300
0.382 125-267
LOW 125-160
0.618 124-307
1.000 124-200
1.618 124-027
2.618 123-067
4.250 121-250
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 125-313 125-280
PP 125-307 125-240
S1 125-300 125-200

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

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