ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 125-110 125-165 0-055 0.1% 125-095
High 125-245 126-005 0-080 0.2% 125-140
Low 125-100 125-125 0-025 0.1% 124-075
Close 125-160 125-295 0-135 0.3% 125-080
Range 0-145 0-200 0-055 37.9% 1-065
ATR 0-160 0-163 0-003 1.8% 0-000
Volume 1,226,954 1,341,545 114,591 9.3% 7,954,029
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 127-208 127-132 126-085
R3 127-008 126-252 126-030
R2 126-128 126-128 126-012
R1 126-052 126-052 125-313 126-090
PP 125-248 125-248 125-248 125-268
S1 125-172 125-172 125-277 125-210
S2 125-048 125-048 125-258
S3 124-168 124-292 125-240
S4 123-288 124-092 125-185
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 128-187 128-038 125-292
R3 127-122 126-293 125-186
R2 126-057 126-057 125-151
R1 125-228 125-228 125-115 125-110
PP 124-312 124-312 124-312 124-252
S1 124-163 124-163 125-045 124-045
S2 123-247 123-247 125-009
S3 122-182 123-098 124-294
S4 121-117 122-033 124-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-005 124-130 1-195 1.3% 0-186 0.5% 94% True False 1,368,916
10 126-005 124-075 1-250 1.4% 0-176 0.4% 95% True False 1,339,846
20 126-005 124-075 1-250 1.4% 0-155 0.4% 95% True False 1,136,060
40 126-005 123-250 2-075 1.8% 0-156 0.4% 96% True False 1,094,787
60 126-005 123-250 2-075 1.8% 0-157 0.4% 96% True False 988,266
80 126-005 122-180 3-145 2.7% 0-148 0.4% 97% True False 742,520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 128-215
2.618 127-209
1.618 127-009
1.000 126-205
0.618 126-129
HIGH 126-005
0.618 125-249
0.500 125-225
0.382 125-201
LOW 125-125
0.618 125-001
1.000 124-245
1.618 124-121
2.618 123-241
4.250 122-235
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 125-272 125-256
PP 125-248 125-217
S1 125-225 125-178

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

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