ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 125-080 125-120 0-040 0.1% 125-290
High 125-150 125-190 0-040 0.1% 125-310
Low 125-050 124-310 -0-060 -0.1% 124-310
Close 125-120 125-080 -0-040 -0.1% 125-080
Range 0-100 0-200 0-100 100.0% 1-000
ATR 0-152 0-155 0-003 2.3% 0-000
Volume 97,088 84,025 -13,063 -13.5% 299,232
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 127-047 126-263 125-190
R3 126-167 126-063 125-135
R2 125-287 125-287 125-117
R1 125-183 125-183 125-098 125-135
PP 125-087 125-087 125-087 125-062
S1 124-303 124-303 125-062 124-255
S2 124-207 124-207 125-043
S3 124-007 124-103 125-025
S4 123-127 123-223 124-290
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 128-127 127-263 125-256
R3 127-127 126-263 125-168
R2 126-127 126-127 125-139
R1 125-263 125-263 125-109 125-195
PP 125-127 125-127 125-127 125-092
S1 124-263 124-263 125-051 124-195
S2 124-127 124-127 125-021
S3 123-127 123-263 124-312
S4 122-127 122-263 124-224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-310 124-310 1-000 0.8% 0-140 0.3% 28% False True 59,846
10 126-120 124-280 1-160 1.2% 0-154 0.4% 25% False False 40,136
20 126-120 123-130 2-310 2.4% 0-168 0.4% 62% False False 25,398
40 126-120 122-300 3-140 2.7% 0-141 0.4% 67% False False 14,005
60 126-120 122-210 3-230 3.0% 0-107 0.3% 70% False False 9,369
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 128-080
2.618 127-074
1.618 126-194
1.000 126-070
0.618 125-314
HIGH 125-190
0.618 125-114
0.500 125-090
0.382 125-066
LOW 124-310
0.618 124-186
1.000 124-110
1.618 123-306
2.618 123-106
4.250 122-100
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 125-090 125-095
PP 125-087 125-090
S1 125-083 125-085

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

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