ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 29-Aug-2014

Day Change Summary
	Previous	Current
	28-Aug-2014	29-Aug-2014	Change	Change %	Previous Week
Open	126-080	126-120	0-040	0.1%	125-270
High	126-185	126-150	-0-035	-0.1%	126-185
Low	126-075	126-075	0-000	0.0%	125-260
Close	126-130	126-105	-0-025	-0.1%	126-105
Range	0-110	0-075	-0-035	-31.8%	0-245
ATR	0-144	0-139	-0-005	-3.4%	0-000
Volume	1,591,275	322,488	-1,268,787	-79.7%	7,485,348

Daily Pivots for day following 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-015	126-295	126-146
R3	126-260	126-220	126-126
R2	126-185	126-185	126-119
R1	126-145	126-145	126-112	126-128
PP	126-110	126-110	126-110	126-101
S1	126-070	126-070	126-098	126-052
S2	126-035	126-035	126-091
S3	125-280	125-315	126-084
S4	125-205	125-240	126-064

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-172	128-063	126-240
R3	127-247	127-138	126-172
R2	127-002	127-002	126-150
R1	126-213	126-213	126-127	126-268
PP	126-077	126-077	126-077	126-104
S1	125-288	125-288	126-083	126-022
S2	125-152	125-152	126-060
S3	124-227	125-043	126-038
S4	123-302	124-118	125-290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-185	125-260	0-245	0.6%	0-093	0.2%	67%	False	False	1,497,069
10	126-210	125-195	1-015	0.8%	0-119	0.3%	69%	False	False	1,305,312
20	127-010	125-030	1-300	1.5%	0-140	0.3%	64%	False	False	1,262,979
40	127-010	124-020	2-310	2.4%	0-149	0.4%	76%	False	False	1,192,276
60	127-010	123-250	3-080	2.6%	0-150	0.4%	78%	False	False	1,150,383
80	127-010	123-250	3-080	2.6%	0-151	0.4%	78%	False	False	1,001,361
100	127-010	122-180	4-150	3.5%	0-147	0.4%	84%	False	False	801,608

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	0-024
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	127-149
2.618	127-026
1.618	126-271
1.000	126-225
0.618	126-196
HIGH	126-150
0.618	126-121
0.500	126-112
0.382	126-104
LOW	126-075
0.618	126-029
1.000	126-000
1.618	125-274
2.618	125-199
4.250	125-076

Fisher Pivots for day following 29-Aug-2014
Pivot	1 day	3 day
R1	126-112	126-099
PP	126-110	126-093
S1	126-108	126-088

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