ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 125-165 125-305 0-140 0.3% 125-080
High 126-005 126-175 0-170 0.4% 126-175
Low 125-125 125-275 0-150 0.4% 125-030
Close 125-295 125-310 0-015 0.0% 125-310
Range 0-200 0-220 0-020 10.0% 1-145
ATR 0-163 0-167 0-004 2.5% 0-000
Volume 1,341,545 1,826,402 484,857 36.1% 6,328,341
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 128-060 127-245 126-111
R3 127-160 127-025 126-050
R2 126-260 126-260 126-030
R1 126-125 126-125 126-010 126-192
PP 126-040 126-040 126-040 126-074
S1 125-225 125-225 125-290 125-292
S2 125-140 125-140 125-270
S3 124-240 125-005 125-250
S4 124-020 124-105 125-189
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 130-073 129-177 126-246
R3 128-248 128-032 126-118
R2 127-103 127-103 126-075
R1 126-207 126-207 126-033 126-315
PP 125-278 125-278 125-278 126-012
S1 125-062 125-062 125-267 125-170
S2 124-133 124-133 125-225
S3 122-308 123-237 125-182
S4 121-163 122-092 125-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-175 125-030 1-145 1.2% 0-167 0.4% 60% True False 1,265,668
10 126-175 124-075 2-100 1.8% 0-185 0.5% 75% True False 1,428,237
20 126-175 124-075 2-100 1.8% 0-161 0.4% 75% True False 1,194,269
40 126-175 123-250 2-245 2.2% 0-155 0.4% 79% True False 1,106,419
60 126-175 123-250 2-245 2.2% 0-157 0.4% 79% True False 1,018,314
80 126-175 122-180 3-315 3.2% 0-150 0.4% 85% True False 765,344
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 129-150
2.618 128-111
1.618 127-211
1.000 127-075
0.618 126-311
HIGH 126-175
0.618 126-091
0.500 126-065
0.382 126-039
LOW 125-275
0.618 125-139
1.000 125-055
1.618 124-239
2.618 124-019
4.250 122-300
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 126-065 125-306
PP 126-040 125-302
S1 126-015 125-298

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

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