ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 125-130 125-210 0-080 0.2% 125-290
High 125-230 125-305 0-075 0.2% 125-310
Low 125-120 125-205 0-085 0.2% 124-310
Close 125-205 125-270 0-065 0.2% 125-080
Range 0-110 0-100 -0-010 -9.1% 1-000
ATR 0-144 0-140 -0-003 -2.2% 0-000
Volume 1,676,377 1,290,034 -386,343 -23.0% 299,232
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 126-240 126-195 126-005
R3 126-140 126-095 125-298
R2 126-040 126-040 125-288
R1 125-315 125-315 125-279 126-018
PP 125-260 125-260 125-260 125-271
S1 125-215 125-215 125-261 125-238
S2 125-160 125-160 125-252
S3 125-060 125-115 125-242
S4 124-280 125-015 125-215
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
5 125-305 124-310 0-315 0.8% 0-117 0.3% 89% True False 865,159
10 126-120 124-310 1-130 1.1% 0-136 0.3% 62% False False 457,930
20 126-120 123-190 2-250 2.2% 0-154 0.4% 81% False False 235,965
40 126-120 122-300 3-140 2.7% 0-144 0.4% 85% False False 119,769
60 126-120 122-210 3-230 3.0% 0-114 0.3% 86% False False 80,065
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-090
2.618 126-247
1.618 126-147
1.000 126-085
0.618 126-047
HIGH 125-305
0.618 125-267
0.500 125-255
0.382 125-243
LOW 125-205
0.618 125-143
1.000 125-105
1.618 125-043
2.618 124-263
4.250 124-100
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 125-265 125-249
PP 125-260 125-228
S1 125-255 125-208

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

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