ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 125-290 125-210 -0-080 -0.2% 125-040
High 125-300 125-310 0-010 0.0% 126-120
Low 125-190 125-170 -0-020 0.0% 124-280
Close 125-220 125-180 -0-040 -0.1% 126-000
Range 0-110 0-140 0-030 27.3% 1-160
ATR 0-158 0-157 -0-001 -0.8% 0-000
Volume 44,098 22,102 -21,996 -49.9% 102,136
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 127-000 126-230 125-257
R3 126-180 126-090 125-218
R2 126-040 126-040 125-206
R1 125-270 125-270 125-193 125-245
PP 125-220 125-220 125-220 125-208
S1 125-130 125-130 125-167 125-105
S2 125-080 125-080 125-154
S3 124-260 124-310 125-142
S4 124-120 124-170 125-103
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 130-080 129-200 126-264
R3 128-240 128-040 126-132
R2 127-080 127-080 126-088
R1 126-200 126-200 126-044 126-300
PP 125-240 125-240 125-240 125-290
S1 125-040 125-040 125-276 125-140
S2 124-080 124-080 125-232
S3 122-240 123-200 125-188
S4 121-080 122-040 125-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-120 124-280 1-160 1.2% 0-174 0.4% 46% False False 24,927
10 126-120 124-170 1-270 1.5% 0-166 0.4% 56% False False 20,822
20 126-120 123-130 2-310 2.4% 0-164 0.4% 73% False False 14,723
40 126-120 122-300 3-140 2.7% 0-134 0.3% 76% False False 8,195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-265
2.618 127-037
1.618 126-217
1.000 126-130
0.618 126-077
HIGH 125-310
0.618 125-257
0.500 125-240
0.382 125-223
LOW 125-170
0.618 125-083
1.000 125-030
1.618 124-263
2.618 124-123
4.250 123-215
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 125-240 125-300
PP 125-220 125-260
S1 125-200 125-220

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

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