ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 30-Jul-2014
Day Change Summary
Previous Current
29-Jul-2014 30-Jul-2014 Change Change % Previous Week
Open 125-050 125-110 0-060 0.1% 125-075
High 125-140 125-135 -0-005 0.0% 125-175
Low 125-010 124-140 -0-190 -0.5% 124-300
Close 125-120 124-210 -0-230 -0.6% 125-100
Range 0-130 0-315 0-185 142.3% 0-195
ATR 0-141 0-153 0-012 8.8% 0-000
Volume 1,129,557 1,830,910 701,353 62.1% 4,458,255
Daily Pivots for day following 30-Jul-2014
Classic Woodie Camarilla DeMark
R4 127-253 127-067 125-063
R3 126-258 126-072 124-297
R2 125-263 125-263 124-268
R1 125-077 125-077 124-239 125-012
PP 124-268 124-268 124-268 124-236
S1 124-082 124-082 124-181 124-018
S2 123-273 123-273 124-152
S3 122-278 123-087 124-123
S4 121-283 122-092 124-037
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
5 125-150 124-140 1-010 0.8% 0-166 0.4% 21% False True 1,168,583
10 125-235 124-140 1-095 1.0% 0-155 0.4% 17% False True 1,071,806
20 125-235 123-260 1-295 1.5% 0-154 0.4% 44% False False 1,029,562
40 125-235 123-250 1-305 1.6% 0-152 0.4% 45% False False 1,061,020
60 126-000 123-180 2-140 2.0% 0-150 0.4% 45% False False 843,814
80 126-000 122-180 3-140 2.8% 0-145 0.4% 61% False False 633,416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 129-194
2.618 128-000
1.618 127-005
1.000 126-130
0.618 126-010
HIGH 125-135
0.618 125-015
0.500 124-298
0.382 124-260
LOW 124-140
0.618 123-265
1.000 123-145
1.618 122-270
2.618 121-275
4.250 120-081
Fisher Pivots for day following 30-Jul-2014
Pivot 1 day 3 day
R1 124-298 124-300
PP 124-268 124-270
S1 124-239 124-240

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

View Archives - Comment on this page... - Back to Index of Symbols