ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 125-035 125-095 0-060 0.1% 125-075
High 125-115 125-105 -0-010 0.0% 125-175
Low 124-300 125-020 0-040 0.1% 124-300
Close 125-100 125-040 -0-060 -0.1% 125-100
Range 0-135 0-085 -0-050 -37.0% 0-195
ATR 0-146 0-142 -0-004 -3.0% 0-000
Volume 942,499 765,567 -176,932 -18.8% 4,458,255
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 125-310 125-260 125-087
R3 125-225 125-175 125-063
R2 125-140 125-140 125-056
R1 125-090 125-090 125-048 125-072
PP 125-055 125-055 125-055 125-046
S1 125-005 125-005 125-032 124-308
S2 124-290 124-290 125-024
S3 124-205 124-240 125-017
S4 124-120 124-155 124-313
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% 0-118 0.3% 31% False False 902,664
10 125-235 124-240 0-315 0.8% 0-136 0.3% 38% False False 981,048
20 125-235 123-260 1-295 1.5% 0-142 0.4% 68% False False 964,409
40 125-235 123-250 1-305 1.6% 0-151 0.4% 69% False False 1,051,443
60 126-000 122-280 3-040 2.5% 0-150 0.4% 72% False False 794,689
80 126-000 122-000 4-000 3.2% 0-142 0.4% 78% False False 596,413
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 True
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-146
2.618 126-008
1.618 125-243
1.000 125-190
0.618 125-158
HIGH 125-105
0.618 125-073
0.500 125-062
0.382 125-052
LOW 125-020
0.618 124-287
1.000 124-255
1.618 124-202
2.618 124-117
4.250 123-299
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 125-062 125-065
PP 125-055 125-057
S1 125-048 125-048

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

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