ECBOT 10 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 125-295 126-000 0-025 0.1% 126-200
High 126-040 126-075 0-035 0.1% 126-210
Low 125-250 125-195 -0-055 -0.1% 125-195
Close 126-005 125-285 -0-040 -0.1% 125-285
Range 0-110 0-200 0-090 81.8% 1-015
ATR 0-157 0-160 0-003 2.0% 0-000
Volume 1,138,277 1,469,830 331,553 29.1% 5,567,773
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 127-252 127-148 126-075
R3 127-052 126-268 126-020
R2 126-172 126-172 126-002
R1 126-068 126-068 125-303 126-020
PP 125-292 125-292 125-292 125-268
S1 125-188 125-188 125-267 125-140
S2 125-092 125-092 125-248
S3 124-212 124-308 125-230
S4 124-012 124-108 125-175
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 129-062 128-188 126-149
R3 128-047 127-173 126-057
R2 127-032 127-032 126-026
R1 126-158 126-158 125-316 126-088
PP 126-017 126-017 126-017 125-301
S1 125-143 125-143 125-254 125-072
S2 125-002 125-002 125-224
S3 123-307 124-128 125-193
S4 122-292 123-113 125-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-210 125-195 1-015 0.8% 0-145 0.4% 27% False True 1,113,554
10 127-010 125-180 1-150 1.2% 0-150 0.4% 22% False False 1,144,589
20 127-010 124-075 2-255 2.2% 0-168 0.4% 59% False False 1,286,413
40 127-010 123-260 3-070 2.6% 0-155 0.4% 65% False False 1,125,067
60 127-010 123-250 3-080 2.6% 0-157 0.4% 65% False False 1,137,923
80 127-010 122-280 4-050 3.3% 0-156 0.4% 73% False False 908,104
100 127-010 122-000 5-010 4.0% 0-147 0.4% 77% False False 726,760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-285
2.618 127-279
1.618 127-079
1.000 126-275
0.618 126-199
HIGH 126-075
0.618 125-319
0.500 125-295
0.382 125-271
LOW 125-195
0.618 125-071
1.000 124-315
1.618 124-191
2.618 123-311
4.250 122-305
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 125-295 125-305
PP 125-292 125-298
S1 125-288 125-292

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

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