ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 09-Jul-2014
Day Change Summary
Previous Current
08-Jul-2014 09-Jul-2014 Change Change % Previous Week
Open 124-130 124-245 0-115 0.3% 125-030
High 124-280 125-000 0-040 0.1% 125-075
Low 124-105 124-135 0-030 0.1% 123-260
Close 124-240 124-315 0-075 0.2% 124-070
Range 0-175 0-185 0-010 5.7% 1-135
ATR 0-153 0-155 0-002 1.5% 0-000
Volume 1,023,765 1,146,552 122,787 12.0% 4,045,182
Daily Pivots for day following 09-Jul-2014
Classic Woodie Camarilla DeMark
R4 126-172 126-108 125-097
R3 125-307 125-243 125-046
R2 125-122 125-122 125-029
R1 125-058 125-058 125-012 125-090
PP 124-257 124-257 124-257 124-272
S1 124-193 124-193 124-298 124-225
S2 124-072 124-072 124-281
S3 123-207 124-008 124-264
S4 123-022 123-143 124-213
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 128-220 127-280 125-000
R3 127-085 126-145 124-195
R2 125-270 125-270 124-153
R1 125-010 125-010 124-112 124-232
PP 124-135 124-135 124-135 124-086
S1 123-195 123-195 124-028 123-098
S2 123-000 123-000 123-307
S3 121-185 122-060 123-265
S4 120-050 120-245 123-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-000 123-260 1-060 1.0% 0-178 0.4% 99% True False 1,039,133
10 125-090 123-260 1-150 1.2% 0-149 0.4% 80% False False 991,752
20 125-090 123-250 1-160 1.2% 0-154 0.4% 80% False False 1,037,386
40 126-000 123-250 2-070 1.8% 0-157 0.4% 54% False False 879,544
60 126-000 122-180 3-140 2.8% 0-145 0.4% 70% False False 587,940
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 0-032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-146
2.618 126-164
1.618 125-299
1.000 125-185
0.618 125-114
HIGH 125-000
0.618 124-249
0.500 124-228
0.382 124-206
LOW 124-135
0.618 124-021
1.000 123-270
1.618 123-156
2.618 122-291
4.250 121-309
Fisher Pivots for day following 09-Jul-2014
Pivot 1 day 3 day
R1 124-286 124-267
PP 124-257 124-218
S1 124-228 124-170

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

View Archives - Comment on this page... - Back to Index of Symbols