ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 125-100 125-135 0-035 0.1% 125-070
High 125-145 125-175 0-030 0.1% 125-235
Low 125-020 125-095 0-075 0.2% 124-240
Close 125-130 125-135 0-005 0.0% 125-090
Range 0-125 0-080 -0-045 -36.0% 0-315
ATR 0-150 0-145 -0-005 -3.3% 0-000
Volume 1,022,281 608,591 -413,690 -40.5% 5,144,772
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 126-055 126-015 125-179
R3 125-295 125-255 125-157
R2 125-215 125-215 125-150
R1 125-175 125-175 125-142 125-175
PP 125-135 125-135 125-135 125-135
S1 125-095 125-095 125-128 125-095
S2 125-055 125-055 125-120
S3 124-295 125-015 125-113
S4 124-215 124-255 125-091
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
5 125-235 124-310 0-245 0.6% 0-144 0.4% 59% False False 975,030
10 125-235 124-240 0-315 0.8% 0-136 0.3% 68% False False 955,266
20 125-235 123-260 1-295 1.5% 0-142 0.4% 84% False False 973,509
40 126-000 123-250 2-070 1.8% 0-154 0.4% 74% False False 1,098,655
60 126-000 122-270 3-050 2.5% 0-151 0.4% 82% False False 746,792
80 126-000 122-000 4-000 3.2% 0-139 0.3% 86% False False 560,392
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 0-030
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 126-195
2.618 126-064
1.618 125-304
1.000 125-255
0.618 125-224
HIGH 125-175
0.618 125-144
0.500 125-135
0.382 125-126
LOW 125-095
0.618 125-046
1.000 125-015
1.618 124-286
2.618 124-206
4.250 124-075
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 125-135 125-122
PP 125-135 125-110
S1 125-135 125-098

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

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