ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 125-125 125-130 0-005 0.0% 125-290
High 125-195 125-230 0-035 0.1% 125-310
Low 125-110 125-120 0-010 0.0% 124-310
Close 125-140 125-205 0-065 0.2% 125-080
Range 0-085 0-110 0-025 29.4% 1-000
ATR 0-146 0-144 -0-003 -1.8% 0-000
Volume 1,108,465 1,676,377 567,912 51.2% 299,232
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 126-195 126-150 125-266
R3 126-085 126-040 125-235
R2 125-295 125-295 125-225
R1 125-250 125-250 125-215 125-272
PP 125-185 125-185 125-185 125-196
S1 125-140 125-140 125-195 125-162
S2 125-075 125-075 125-185
S3 124-285 125-030 125-175
S4 124-175 124-240 125-144
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
5 125-230 124-310 0-240 0.6% 0-117 0.3% 90% True False 626,570
10 126-120 124-310 1-130 1.1% 0-140 0.3% 48% False False 330,188
20 126-120 123-130 2-310 2.4% 0-157 0.4% 75% False False 172,161
40 126-120 122-300 3-140 2.7% 0-144 0.4% 79% False False 87,637
60 126-120 122-210 3-230 3.0% 0-112 0.3% 80% False False 58,564
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-058
2.618 126-198
1.618 126-088
1.000 126-020
0.618 125-298
HIGH 125-230
0.618 125-188
0.500 125-175
0.382 125-162
LOW 125-120
0.618 125-052
1.000 125-010
1.618 124-262
2.618 124-152
4.250 123-292
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 125-195 125-185
PP 125-185 125-165
S1 125-175 125-145

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

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