ECBOT 10 Year T-Note Future December 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 124-290 125-080 0-110 0.3% 124-150
High 125-100 125-270 0-170 0.4% 125-270
Low 124-220 125-050 0-150 0.4% 124-100
Close 125-060 125-080 0-020 0.0% 125-080
Range 0-200 0-220 0-020 10.0% 1-170
ATR 0-149 0-154 0-005 3.4% 0-000
Volume 6,196 22,213 16,017 258.5% 59,106
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 127-153 127-017 125-201
R3 126-253 126-117 125-140
R2 126-033 126-033 125-120
R1 125-217 125-217 125-100 125-190
PP 125-133 125-133 125-133 125-120
S1 124-317 124-317 125-060 124-290
S2 124-233 124-233 125-040
S3 124-013 124-097 125-020
S4 123-113 123-197 124-279
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 129-233 129-007 126-030
R3 128-063 127-157 125-215
R2 126-213 126-213 125-170
R1 125-307 125-307 125-125 126-100
PP 125-043 125-043 125-043 125-100
S1 124-137 124-137 125-035 124-250
S2 123-193 123-193 124-310
S3 122-023 122-287 124-265
S4 120-173 121-117 124-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-270 124-100 1-170 1.2% 0-166 0.4% 61% True False 11,821
10 125-270 123-130 2-140 1.9% 0-183 0.5% 76% True False 10,660
20 125-270 123-130 2-140 1.9% 0-150 0.4% 76% True False 6,718
40 125-270 122-210 3-060 2.5% 0-119 0.3% 81% True False 4,016
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 0-023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-245
2.618 127-206
1.618 126-306
1.000 126-170
0.618 126-086
HIGH 125-270
0.618 125-186
0.500 125-160
0.382 125-134
LOW 125-050
0.618 124-234
1.000 124-150
1.618 124-014
2.618 123-114
4.250 122-075
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 125-160 125-073
PP 125-133 125-067
S1 125-107 125-060

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

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