ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 11-Aug-2014
Day Change Summary
Previous Current
08-Aug-2014 11-Aug-2014 Change Change % Previous Week
Open 125-305 125-265 -0-040 -0.1% 125-080
High 126-175 126-000 -0-175 -0.4% 126-175
Low 125-275 125-235 -0-040 -0.1% 125-030
Close 125-310 125-295 -0-015 0.0% 125-310
Range 0-220 0-085 -0-135 -61.4% 1-145
ATR 0-167 0-161 -0-006 -3.5% 0-000
Volume 1,826,402 811,021 -1,015,381 -55.6% 6,328,341
Daily Pivots for day following 11-Aug-2014
Classic Woodie Camarilla DeMark
R4 126-218 126-182 126-022
R3 126-133 126-097 125-318
R2 126-048 126-048 125-311
R1 126-012 126-012 125-303 126-030
PP 125-283 125-283 125-283 125-292
S1 125-247 125-247 125-287 125-265
S2 125-198 125-198 125-279
S3 125-113 125-162 125-272
S4 125-028 125-077 125-248
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 130-073 129-177 126-246
R3 128-248 128-032 126-118
R2 127-103 127-103 126-075
R1 126-207 126-207 126-033 126-315
PP 125-278 125-278 125-278 126-012
S1 125-062 125-062 125-267 125-170
S2 124-133 124-133 125-225
S3 122-308 123-237 125-182
S4 121-163 122-092 125-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-175 125-030 1-145 1.2% 0-159 0.4% 57% False False 1,277,314
10 126-175 124-075 2-100 1.8% 0-185 0.5% 73% False False 1,432,782
20 126-175 124-075 2-100 1.8% 0-160 0.4% 73% False False 1,206,915
40 126-175 123-250 2-245 2.2% 0-154 0.4% 77% False False 1,096,124
60 126-175 123-250 2-245 2.2% 0-154 0.4% 77% False False 1,031,430
80 126-175 122-180 3-315 3.2% 0-150 0.4% 84% False False 775,456
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-034
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 127-041
2.618 126-223
1.618 126-138
1.000 126-085
0.618 126-053
HIGH 126-000
0.618 125-288
0.500 125-278
0.382 125-267
LOW 125-235
0.618 125-182
1.000 125-150
1.618 125-097
2.618 125-012
4.250 124-194
Fisher Pivots for day following 11-Aug-2014
Pivot 1 day 3 day
R1 125-289 125-310
PP 125-283 125-305
S1 125-278 125-300

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

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