ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 25-Jul-2014
Day Change Summary
Previous Current
24-Jul-2014 25-Jul-2014 Change Change % Previous Week
Open 125-130 125-035 -0-095 -0.2% 125-075
High 125-150 125-115 -0-035 -0.1% 125-175
Low 124-305 124-300 -0-005 0.0% 124-300
Close 125-015 125-100 0-085 0.2% 125-100
Range 0-165 0-135 -0-030 -18.2% 0-195
ATR 0-147 0-146 -0-001 -0.6% 0-000
Volume 1,174,382 942,499 -231,883 -19.7% 4,458,255
Daily Pivots for day following 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 126-150 126-100 125-174
R3 126-015 125-285 125-137
R2 125-200 125-200 125-125
R1 125-150 125-150 125-112 125-175
PP 125-065 125-065 125-065 125-078
S1 125-015 125-015 125-088 125-040
S2 124-250 124-250 125-075
S3 124-115 124-200 125-063
S4 123-300 124-065 125-026
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 127-030 126-260 125-207
R3 126-155 126-065 125-154
R2 125-280 125-280 125-136
R1 125-190 125-190 125-118 125-235
PP 125-085 125-085 125-085 125-108
S1 124-315 124-315 125-082 125-040
S2 124-210 124-210 125-064
S3 124-015 124-120 125-046
S4 123-140 123-245 124-313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-175 124-300 0-195 0.5% 0-122 0.3% 62% False True 891,651
10 125-235 124-240 0-315 0.8% 0-136 0.3% 57% False False 960,302
20 125-235 123-260 1-295 1.5% 0-142 0.4% 78% False False 963,722
40 125-235 123-250 1-305 1.6% 0-152 0.4% 78% False False 1,063,679
60 126-000 122-280 3-040 2.5% 0-151 0.4% 78% False False 782,001
80 126-000 122-000 4-000 3.2% 0-142 0.4% 83% False False 586,847
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 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-049
2.618 126-148
1.618 126-013
1.000 125-250
0.618 125-198
HIGH 125-115
0.618 125-063
0.500 125-048
0.382 125-032
LOW 124-300
0.618 124-217
1.000 124-165
1.618 124-082
2.618 123-267
4.250 123-046
Fisher Pivots for day following 25-Jul-2014
Pivot 1 day 3 day
R1 125-082 125-092
PP 125-065 125-085
S1 125-048 125-078

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

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