ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 125-080 125-105 0-025 0.1% 125-070
High 125-110 125-175 0-065 0.2% 125-305
Low 124-245 124-280 0-035 0.1% 125-060
Close 125-075 124-315 -0-080 -0.2% 125-250
Range 0-185 0-215 0-030 16.2% 0-245
ATR 0-143 0-148 0-005 3.6% 0-000
Volume 1,353,230 1,669,202 315,972 23.3% 5,340,007
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 127-048 126-237 125-113
R3 126-153 126-022 125-054
R2 125-258 125-258 125-034
R1 125-127 125-127 125-015 125-085
PP 125-043 125-043 125-043 125-022
S1 124-232 124-232 124-295 124-190
S2 124-148 124-148 124-276
S3 123-253 124-017 124-256
S4 123-038 123-122 124-197
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
5 125-305 124-245 1-060 1.0% 0-151 0.4% 18% False False 1,345,963
10 125-305 124-245 1-060 1.0% 0-134 0.3% 18% False False 986,266
20 126-120 124-220 1-220 1.4% 0-150 0.4% 18% False False 505,566
40 126-120 123-130 2-310 2.4% 0-144 0.4% 53% False False 255,499
60 126-120 122-210 3-230 3.0% 0-124 0.3% 63% False False 170,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 128-129
2.618 127-098
1.618 126-203
1.000 126-070
0.618 125-308
HIGH 125-175
0.618 125-093
0.500 125-068
0.382 125-042
LOW 124-280
0.618 124-147
1.000 124-065
1.618 123-252
2.618 123-037
4.250 122-006
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 125-068 125-085
PP 125-043 125-055
S1 125-019 125-025

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

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