ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 124-250 124-100 -0-150 -0.4% 124-100
High 124-250 124-100 -0-150 -0.4% 124-270
Low 124-240 124-100 -0-140 -0.4% 124-090
Close 124-240 124-100 -0-140 -0.4% 124-240
Range 0-010 0-000 -0-010 -100.0% 0-180
ATR 0-061 0-066 0-006 9.3% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 124-100 124-100 124-100
R3 124-100 124-100 124-100
R2 124-100 124-100 124-100
R1 124-100 124-100 124-100 124-100
PP 124-100 124-100 124-100 124-100
S1 124-100 124-100 124-100 124-100
S2 124-100 124-100 124-100
S3 124-100 124-100 124-100
S4 124-100 124-100 124-100
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 126-100 126-030 125-019
R3 125-240 125-170 124-290
R2 125-060 125-060 124-273
R1 124-310 124-310 124-256 125-025
PP 124-200 124-200 124-200 124-218
S1 124-130 124-130 124-224 124-165
S2 124-020 124-020 124-207
S3 123-160 123-270 124-190
S4 122-300 123-090 124-141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-270 124-100 0-170 0.4% 0-002 0.0% 0% False True 1
10 124-270 124-080 0-190 0.5% 0-002 0.0% 11% False False 1
20 124-310 123-190 1-120 1.1% 0-001 0.0% 52% False False 1
40 124-310 122-240 2-070 1.8% 0-003 0.0% 70% False False 1
60 124-310 122-110 2-200 2.1% 0-004 0.0% 75% False False 1
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-100
2.618 124-100
1.618 124-100
1.000 124-100
0.618 124-100
HIGH 124-100
0.618 124-100
0.500 124-100
0.382 124-100
LOW 124-100
0.618 124-100
1.000 124-100
1.618 124-100
2.618 124-100
4.250 124-100
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 124-100 124-185
PP 124-100 124-157
S1 124-100 124-128

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

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