ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	125-315	126-000	0-005	0.0%	126-200
High	126-065	126-100	0-035	0.1%	126-210
Low	125-300	125-310	0-010	0.0%	125-195
Close	126-010	126-075	0-065	0.2%	125-285
Range	0-085	0-110	0-025	29.4%	1-015
ATR	0-150	0-147	-0-003	-1.9%	0-000
Volume	1,951,387	2,309,338	357,951	18.3%	5,567,773

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-065	127-020	126-136
R3	126-275	126-230	126-105
R2	126-165	126-165	126-095
R1	126-120	126-120	126-085	126-142
PP	126-055	126-055	126-055	126-066
S1	126-010	126-010	126-065	126-032
S2	125-265	125-265	126-055
S3	125-155	125-220	126-045
S4	125-045	125-110	126-014

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	126-100	125-195	0-225	0.6%	0-118	0.3%	89%	True	False	1,635,938
10	127-010	125-195	1-135	1.1%	0-142	0.4%	44%	False	False	1,403,180
20	127-010	124-075	2-255	2.2%	0-155	0.4%	72%	False	False	1,378,690
40	127-010	123-260	3-070	2.5%	0-155	0.4%	75%	False	False	1,204,126
60	127-010	123-250	3-080	2.6%	0-153	0.4%	75%	False	False	1,166,910
80	127-010	123-180	3-150	2.7%	0-151	0.4%	77%	False	False	977,533
100	127-010	122-180	4-150	3.5%	0-147	0.4%	82%	False	False	782,471

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-248
2.618	127-068
1.618	126-278
1.000	126-210
0.618	126-168
HIGH	126-100
0.618	126-058
0.500	126-045
0.382	126-032
LOW	125-310
0.618	125-242
1.000	125-200
1.618	125-132
2.618	125-022
4.250	124-162

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	126-065	126-057
PP	126-055	126-038
S1	126-045	126-020

Download as Excel Spreadsheet

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

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