ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 125-070 125-125 0-055 0.1% 125-290
High 125-150 125-195 0-045 0.1% 125-310
Low 125-060 125-110 0-050 0.1% 124-310
Close 125-110 125-140 0-030 0.1% 125-080
Range 0-090 0-085 -0-005 -5.6% 1-000
ATR 0-151 0-146 -0-005 -3.1% 0-000
Volume 166,898 1,108,465 941,567 564.2% 299,232
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 126-083 126-037 125-187
R3 125-318 125-272 125-163
R2 125-233 125-233 125-156
R1 125-187 125-187 125-148 125-210
PP 125-148 125-148 125-148 125-160
S1 125-102 125-102 125-132 125-125
S2 125-063 125-063 125-124
S3 124-298 125-017 125-117
S4 124-213 124-252 125-093
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
5 125-200 124-310 0-210 0.5% 0-125 0.3% 71% False False 301,679
10 126-120 124-280 1-160 1.2% 0-150 0.4% 38% False False 163,303
20 126-120 123-130 2-310 2.4% 0-167 0.4% 68% False False 88,705
40 126-120 122-300 3-140 2.7% 0-143 0.4% 73% False False 45,872
60 126-120 122-210 3-230 3.0% 0-110 0.3% 75% False False 30,625
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 126-236
2.618 126-098
1.618 126-013
1.000 125-280
0.618 125-248
HIGH 125-195
0.618 125-163
0.500 125-152
0.382 125-142
LOW 125-110
0.618 125-057
1.000 125-025
1.618 124-292
2.618 124-207
4.250 124-069
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 125-152 125-124
PP 125-148 125-108
S1 125-144 125-092

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

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