ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 22-Jul-2014
Day Change Summary
Previous Current
21-Jul-2014 22-Jul-2014 Change Change % Previous Week
Open 125-075 125-100 0-025 0.1% 125-070
High 125-165 125-145 -0-020 0.0% 125-235
Low 125-060 125-020 -0-040 -0.1% 124-240
Close 125-085 125-130 0-045 0.1% 125-090
Range 0-105 0-125 0-020 19.0% 0-315
ATR 0-152 0-150 -0-002 -1.3% 0-000
Volume 710,502 1,022,281 311,779 43.9% 5,144,772
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 126-153 126-107 125-199
R3 126-028 125-302 125-164
R2 125-223 125-223 125-153
R1 125-177 125-177 125-141 125-200
PP 125-098 125-098 125-098 125-110
S1 125-052 125-052 125-119 125-075
S2 124-293 124-293 125-107
S3 124-168 124-247 125-096
S4 124-043 124-122 125-061
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% 0-147 0.4% 67% False False 997,766
10 125-235 124-135 1-100 1.0% 0-146 0.4% 75% False False 1,009,062
20 125-235 123-260 1-295 1.5% 0-145 0.4% 83% False False 999,623
40 126-000 123-250 2-070 1.8% 0-155 0.4% 73% False False 1,089,219
60 126-000 122-270 3-050 2.5% 0-151 0.4% 81% False False 736,740
80 126-000 122-000 4-000 3.2% 0-138 0.3% 85% False False 552,784
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-036
2.618 126-152
1.618 126-027
1.000 125-270
0.618 125-222
HIGH 125-145
0.618 125-097
0.500 125-082
0.382 125-068
LOW 125-020
0.618 124-263
1.000 124-215
1.618 124-138
2.618 124-013
4.250 123-129
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 125-114 125-129
PP 125-098 125-128
S1 125-082 125-128

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

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