ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 124-130 124-015 -0-115 -0.3% 125-020
High 124-145 124-080 -0-065 -0.2% 125-120
Low 123-305 123-295 -0-010 0.0% 123-305
Close 123-315 124-050 0-055 0.1% 123-315
Range 0-160 0-105 -0-055 -34.4% 1-135
ATR 0-151 0-148 -0-003 -2.2% 0-000
Volume 1,581,697 890,028 -691,669 -43.7% 6,574,058
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 125-030 124-305 124-108
R3 124-245 124-200 124-079
R2 124-140 124-140 124-069
R1 124-095 124-095 124-060 124-118
PP 124-035 124-035 124-035 124-046
S1 123-310 123-310 124-040 124-012
S2 123-250 123-250 124-031
S3 123-145 123-205 124-021
S4 123-040 123-100 123-312
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 128-225 127-245 124-245
R3 127-090 126-110 124-120
R2 125-275 125-275 124-078
R1 124-295 124-295 124-037 124-218
PP 124-140 124-140 124-140 124-101
S1 123-160 123-160 123-273 123-082
S2 123-005 123-005 123-232
S3 121-190 122-025 123-190
S4 120-055 120-210 123-065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-295 123-295 1-000 0.8% 0-121 0.3% 23% False True 1,267,868
10 125-245 123-295 1-270 1.5% 0-162 0.4% 13% False True 1,347,670
20 125-310 123-295 2-015 1.6% 0-139 0.4% 11% False True 955,797
40 126-120 123-130 2-310 2.4% 0-151 0.4% 25% False False 483,717
60 126-120 122-300 3-140 2.8% 0-133 0.3% 35% False False 322,976
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 125-206
2.618 125-035
1.618 124-250
1.000 124-185
0.618 124-145
HIGH 124-080
0.618 124-040
0.500 124-028
0.382 124-015
LOW 123-295
0.618 123-230
1.000 123-190
1.618 123-125
2.618 123-020
4.250 122-169
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 124-042 124-100
PP 124-035 124-083
S1 124-028 124-067

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

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