ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 125-275 125-255 -0-020 0.0% 125-080
High 126-000 126-070 0-070 0.2% 126-175
Low 125-245 125-180 -0-065 -0.2% 125-030
Close 125-265 126-045 0-100 0.2% 125-310
Range 0-075 0-210 0-135 180.0% 1-145
ATR 0-155 0-159 0-004 2.5% 0-000
Volume 840,876 1,333,778 492,902 58.6% 6,328,341
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 127-302 127-223 126-160
R3 127-092 127-013 126-103
R2 126-202 126-202 126-084
R1 126-123 126-123 126-064 126-162
PP 125-312 125-312 125-312 126-011
S1 125-233 125-233 126-026 125-272
S2 125-102 125-102 126-006
S3 124-212 125-023 125-307
S4 124-002 124-133 125-250
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
5 126-175 125-125 1-050 0.9% 0-158 0.4% 65% False False 1,230,724
10 126-175 124-075 2-100 1.8% 0-169 0.4% 82% False False 1,354,201
20 126-175 124-075 2-100 1.8% 0-162 0.4% 82% False False 1,213,003
40 126-175 123-250 2-245 2.2% 0-154 0.4% 85% False False 1,103,856
60 126-175 123-250 2-245 2.2% 0-155 0.4% 85% False False 1,066,655
80 126-175 122-180 3-315 3.2% 0-151 0.4% 90% False False 802,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-002
2.618 127-300
1.618 127-090
1.000 126-280
0.618 126-200
HIGH 126-070
0.618 125-310
0.500 125-285
0.382 125-260
LOW 125-180
0.618 125-050
1.000 124-290
1.618 124-160
2.618 123-270
4.250 122-248
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 126-018 126-018
PP 125-312 125-312
S1 125-285 125-285

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

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