ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 125-180 125-290 0-110 0.3% 125-040
High 126-120 125-300 -0-140 -0.3% 126-120
Low 125-160 125-190 0-030 0.1% 124-280
Close 126-000 125-220 -0-100 -0.2% 126-000
Range 0-280 0-110 -0-170 -60.7% 1-160
ATR 0-160 0-158 -0-002 -1.3% 0-000
Volume 38,299 44,098 5,799 15.1% 102,136
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 126-247 126-183 125-280
R3 126-137 126-073 125-250
R2 126-027 126-027 125-240
R1 125-283 125-283 125-230 125-260
PP 125-237 125-237 125-237 125-225
S1 125-173 125-173 125-210 125-150
S2 125-127 125-127 125-200
S3 125-017 125-063 125-190
S4 124-227 124-273 125-160
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% 0-172 0.4% 54% False False 23,170
10 126-120 124-100 2-020 1.6% 0-166 0.4% 67% False False 19,331
20 126-120 123-130 2-310 2.4% 0-162 0.4% 77% False False 13,738
40 126-120 122-300 3-140 2.7% 0-132 0.3% 80% False False 7,646
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-128
2.618 126-268
1.618 126-158
1.000 126-090
0.618 126-048
HIGH 125-300
0.618 125-258
0.500 125-245
0.382 125-232
LOW 125-190
0.618 125-122
1.000 125-080
1.618 125-012
2.618 124-222
4.250 124-042
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 125-245 125-270
PP 125-237 125-253
S1 125-228 125-237

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

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