ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 125-210 125-190 -0-020 0.0% 125-040
High 125-310 125-200 -0-110 -0.3% 126-120
Low 125-170 125-050 -0-120 -0.3% 124-280
Close 125-180 125-080 -0-100 -0.2% 126-000
Range 0-140 0-150 0-010 7.1% 1-160
ATR 0-157 0-156 0-000 -0.3% 0-000
Volume 22,102 51,919 29,817 134.9% 102,136
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 126-240 126-150 125-162
R3 126-090 126-000 125-121
R2 125-260 125-260 125-108
R1 125-170 125-170 125-094 125-140
PP 125-110 125-110 125-110 125-095
S1 125-020 125-020 125-066 124-310
S2 124-280 124-280 125-052
S3 124-130 124-190 125-039
S4 123-300 124-040 124-318
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
5 126-120 125-050 1-070 1.0% 0-164 0.4% 8% False True 33,807
10 126-120 124-220 1-220 1.3% 0-166 0.4% 33% False False 24,866
20 126-120 123-130 2-310 2.4% 0-168 0.4% 62% False False 16,984
40 126-120 122-300 3-140 2.7% 0-137 0.3% 67% False False 9,493
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-198
2.618 126-273
1.618 126-123
1.000 126-030
0.618 125-293
HIGH 125-200
0.618 125-143
0.500 125-125
0.382 125-107
LOW 125-050
0.618 124-277
1.000 124-220
1.618 124-127
2.618 123-297
4.250 123-052
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 125-125 125-180
PP 125-110 125-147
S1 125-095 125-113

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

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