ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 124-065 123-255 -0-130 -0.3% 125-020
High 124-200 123-305 -0-215 -0.5% 125-120
Low 123-260 123-180 -0-080 -0.2% 123-305
Close 124-015 123-235 -0-100 -0.3% 123-315
Range 0-260 0-125 -0-135 -51.9% 1-135
ATR 0-153 0-153 0-000 0.1% 0-000
Volume 1,661,310 1,346,766 -314,544 -18.9% 6,574,058
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 124-295 124-230 123-304
R3 124-170 124-105 123-269
R2 124-045 124-045 123-258
R1 123-300 123-300 123-246 123-270
PP 123-240 123-240 123-240 123-225
S1 123-175 123-175 123-224 123-145
S2 123-115 123-115 123-212
S3 122-310 123-050 123-201
S4 122-185 122-245 123-166
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 128-225 127-245 124-245
R3 127-090 126-110 124-120
R2 125-275 125-275 124-078
R1 124-295 124-295 124-037 124-218
PP 124-140 124-140 124-140 124-101
S1 123-160 123-160 123-273 123-082
S2 123-005 123-005 123-232
S3 121-190 122-025 123-190
S4 120-055 120-210 123-065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-200 123-180 1-020 0.9% 0-151 0.4% 16% False True 1,323,401
10 125-215 123-180 2-035 1.7% 0-154 0.4% 8% False True 1,328,043
20 125-305 123-180 2-125 1.9% 0-144 0.4% 7% False True 1,157,155
40 126-120 123-130 2-310 2.4% 0-156 0.4% 11% False False 587,070
60 126-120 122-300 3-140 2.8% 0-139 0.4% 23% False False 392,047
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-196
2.618 124-312
1.618 124-187
1.000 124-110
0.618 124-062
HIGH 123-305
0.618 123-257
0.500 123-242
0.382 123-228
LOW 123-180
0.618 123-103
1.000 123-055
1.618 122-298
2.618 122-173
4.250 121-289
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 123-242 124-030
PP 123-240 123-312
S1 123-238 123-273

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

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