ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 124-315 125-190 0-195 0.5% 125-070
High 125-215 125-235 0-020 0.0% 125-235
Low 124-310 125-050 0-060 0.2% 124-240
Close 125-115 125-090 -0-025 -0.1% 125-090
Range 0-225 0-185 -0-040 -17.8% 0-315
ATR 0-154 0-156 0-002 1.5% 0-000
Volume 1,531,360 1,002,418 -528,942 -34.5% 5,144,772
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 127-040 126-250 125-192
R3 126-175 126-065 125-141
R2 125-310 125-310 125-124
R1 125-200 125-200 125-107 125-162
PP 125-125 125-125 125-125 125-106
S1 125-015 125-015 125-073 124-298
S2 124-260 124-260 125-056
S3 124-075 124-150 125-039
S4 123-210 123-285 124-308
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 128-067 127-233 125-263
R3 127-072 126-238 125-177
R2 126-077 126-077 125-148
R1 125-243 125-243 125-119 126-000
PP 125-082 125-082 125-082 125-120
S1 124-248 124-248 125-061 125-005
S2 124-087 124-087 125-032
S3 123-092 123-253 125-003
S4 122-097 122-258 124-237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-235 124-240 0-315 0.8% 0-151 0.4% 54% True False 1,028,954
10 125-235 124-020 1-215 1.3% 0-152 0.4% 73% True False 1,001,918
20 125-235 123-260 1-295 1.5% 0-145 0.4% 76% True False 988,438
40 126-000 123-250 2-070 1.8% 0-154 0.4% 68% False False 1,053,083
60 126-000 122-230 3-090 2.6% 0-150 0.4% 78% False False 708,018
80 126-000 122-000 4-000 3.2% 0-136 0.3% 82% False False 531,126
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 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-061
2.618 127-079
1.618 126-214
1.000 126-100
0.618 126-029
HIGH 125-235
0.618 125-164
0.500 125-142
0.382 125-121
LOW 125-050
0.618 124-256
1.000 124-185
1.618 124-071
2.618 123-206
4.250 122-224
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 125-142 125-086
PP 125-125 125-082
S1 125-108 125-078

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

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