ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 125-040 125-040 0-000 0.0% 124-150
High 125-100 125-090 -0-010 0.0% 125-270
Low 125-010 124-280 -0-050 -0.1% 124-100
Close 125-070 125-040 -0-030 -0.1% 125-080
Range 0-090 0-130 0-040 44.4% 1-170
ATR 0-149 0-148 -0-001 -0.9% 0-000
Volume 30,383 13,315 -17,068 -56.2% 59,106
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 126-100 126-040 125-112
R3 125-290 125-230 125-076
R2 125-160 125-160 125-064
R1 125-100 125-100 125-052 125-105
PP 125-030 125-030 125-030 125-032
S1 124-290 124-290 125-028 124-295
S2 124-220 124-220 125-016
S3 124-090 124-160 125-004
S4 123-280 124-030 124-288
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
5 125-270 124-170 1-100 1.0% 0-158 0.4% 45% False False 16,716
10 125-270 123-130 2-140 1.9% 0-185 0.5% 71% False False 14,108
20 125-270 123-130 2-140 1.9% 0-152 0.4% 71% False False 8,881
40 125-270 122-210 3-060 2.5% 0-122 0.3% 77% False False 5,108
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-002
2.618 126-110
1.618 125-300
1.000 125-220
0.618 125-170
HIGH 125-090
0.618 125-040
0.500 125-025
0.382 125-010
LOW 124-280
0.618 124-200
1.000 124-150
1.618 124-070
2.618 123-260
4.250 123-048
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 125-035 125-115
PP 125-030 125-090
S1 125-025 125-065

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

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