ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 124-085 124-180 0-095 0.2% 124-015
High 124-190 124-190 0-000 0.0% 124-200
Low 124-080 124-080 0-000 0.0% 123-160
Close 124-170 124-090 -0-080 -0.2% 124-000
Range 0-110 0-110 0-000 0.0% 1-040
ATR 0-150 0-148 -0-003 -1.9% 0-000
Volume 938,261 1,031,800 93,539 10.0% 6,178,990
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 125-130 125-060 124-150
R3 125-020 124-270 124-120
R2 124-230 124-230 124-110
R1 124-160 124-160 124-100 124-140
PP 124-120 124-120 124-120 124-110
S1 124-050 124-050 124-080 124-030
S2 124-010 124-010 124-070
S3 123-220 123-260 124-060
S4 123-110 123-150 124-030
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 127-133 126-267 124-198
R3 126-093 125-227 124-099
R2 125-053 125-053 124-066
R1 124-187 124-187 124-033 124-100
PP 124-013 124-013 124-013 123-290
S1 123-147 123-147 123-287 123-060
S2 122-293 122-293 123-254
S3 121-253 122-107 123-221
S4 120-213 121-067 123-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-190 123-160 1-030 0.9% 0-130 0.3% 71% True False 1,096,106
10 124-225 123-160 1-065 1.0% 0-140 0.4% 65% False False 1,208,989
20 125-305 123-160 2-145 2.0% 0-146 0.4% 32% False False 1,291,019
40 126-120 123-130 2-310 2.4% 0-157 0.4% 29% False False 689,862
60 126-120 122-300 3-140 2.8% 0-144 0.4% 39% False False 460,921
80 126-120 122-210 3-230 3.0% 0-119 0.3% 44% False False 345,723
Crabel Price Patterns
NR False
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 0-038
Fibonacci Retracements and Extensions
4.250 126-018
2.618 125-158
1.618 125-048
1.000 124-300
0.618 124-258
HIGH 124-190
0.618 124-148
0.500 124-135
0.382 124-122
LOW 124-080
0.618 124-012
1.000 123-290
1.618 123-222
2.618 123-112
4.250 122-252
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 124-135 124-100
PP 124-120 124-097
S1 124-105 124-093

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

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