ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 125-190 125-075 -0-115 -0.3% 125-070
High 125-235 125-165 -0-070 -0.2% 125-235
Low 125-050 125-060 0-010 0.0% 124-240
Close 125-090 125-085 -0-005 0.0% 125-090
Range 0-185 0-105 -0-080 -43.2% 0-315
ATR 0-156 0-152 -0-004 -2.3% 0-000
Volume 1,002,418 710,502 -291,916 -29.1% 5,144,772
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 126-098 126-037 125-143
R3 125-313 125-252 125-114
R2 125-208 125-208 125-104
R1 125-147 125-147 125-095 125-178
PP 125-103 125-103 125-103 125-119
S1 125-042 125-042 125-075 125-072
S2 124-318 124-318 125-066
S3 124-213 124-257 125-056
S4 124-108 124-152 125-027
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% 0-154 0.4% 52% False False 1,059,433
10 125-235 124-105 1-130 1.1% 0-152 0.4% 67% False False 1,009,210
20 125-235 123-260 1-295 1.5% 0-144 0.4% 76% False False 981,498
40 126-000 123-250 2-070 1.8% 0-154 0.4% 67% False False 1,067,914
60 126-000 122-270 3-050 2.5% 0-150 0.4% 77% False False 719,758
80 126-000 122-000 4-000 3.2% 0-137 0.3% 82% False False 540,006
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-291
2.618 126-120
1.618 126-015
1.000 125-270
0.618 125-230
HIGH 125-165
0.618 125-125
0.500 125-112
0.382 125-100
LOW 125-060
0.618 124-315
1.000 124-275
1.618 124-210
2.618 124-105
4.250 123-254
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 125-112 125-112
PP 125-103 125-103
S1 125-094 125-094

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

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