ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 125-265 125-240 -0-025 -0.1% 125-070
High 125-290 125-245 -0-045 -0.1% 125-305
Low 125-215 125-065 -0-150 -0.4% 125-060
Close 125-250 125-075 -0-175 -0.4% 125-250
Range 0-075 0-180 0-105 140.0% 0-245
ATR 0-136 0-139 0-004 2.6% 0-000
Volume 1,098,233 1,319,117 220,884 20.1% 5,340,007
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 127-028 126-232 125-174
R3 126-168 126-052 125-124
R2 125-308 125-308 125-108
R1 125-192 125-192 125-092 125-160
PP 125-128 125-128 125-128 125-112
S1 125-012 125-012 125-058 124-300
S2 124-268 124-268 125-042
S3 124-088 124-152 125-026
S4 123-228 123-292 124-296
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 127-300 127-200 126-065
R3 127-055 126-275 125-317
R2 126-130 126-130 125-295
R1 126-030 126-030 125-272 126-080
PP 125-205 125-205 125-205 125-230
S1 125-105 125-105 125-228 125-155
S2 124-280 124-280 125-205
S3 124-035 124-180 125-183
S4 123-110 123-255 125-115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-305 125-065 0-240 0.6% 0-110 0.3% 4% False True 1,298,445
10 125-310 124-310 1-000 0.8% 0-123 0.3% 27% False False 691,425
20 126-120 124-100 2-020 1.6% 0-144 0.4% 45% False False 355,378
40 126-120 123-130 2-310 2.4% 0-141 0.4% 62% False False 180,045
60 126-120 122-210 3-230 3.0% 0-118 0.3% 69% False False 120,354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128-050
2.618 127-076
1.618 126-216
1.000 126-105
0.618 126-036
HIGH 125-245
0.618 125-176
0.500 125-155
0.382 125-134
LOW 125-065
0.618 124-274
1.000 124-205
1.618 124-094
2.618 123-234
4.250 122-260
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 125-155 125-185
PP 125-128 125-148
S1 125-102 125-112

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

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