ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 124-250 124-160 -0-090 -0.2% 124-010
High 124-295 124-280 -0-015 0.0% 124-295
Low 124-110 124-125 0-015 0.0% 124-010
Close 124-140 124-245 0-105 0.3% 124-140
Range 0-185 0-155 -0-030 -16.2% 0-285
ATR 0-153 0-153 0-000 0.1% 0-000
Volume 1,683,560 1,157,724 -525,836 -31.2% 6,098,550
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 126-042 125-298 125-010
R3 125-207 125-143 124-288
R2 125-052 125-052 124-273
R1 124-308 124-308 124-259 125-020
PP 124-217 124-217 124-217 124-232
S1 124-153 124-153 124-231 124-185
S2 124-062 124-062 124-217
S3 123-227 123-318 124-202
S4 123-072 123-163 124-160
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 127-043 126-217 124-297
R3 126-078 125-252 124-218
R2 125-113 125-113 124-192
R1 124-287 124-287 124-166 125-040
PP 124-148 124-148 124-148 124-185
S1 124-002 124-002 124-114 124-075
S2 123-183 123-183 124-088
S3 122-218 123-037 124-062
S4 121-253 122-072 123-303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-295 124-080 0-215 0.5% 0-149 0.4% 77% False False 1,247,250
10 124-295 123-160 1-135 1.1% 0-154 0.4% 89% False False 1,254,523
20 125-245 123-160 2-085 1.8% 0-158 0.4% 56% False False 1,301,097
40 126-120 123-160 2-280 2.3% 0-150 0.4% 44% False False 795,560
60 126-120 123-050 3-070 2.6% 0-146 0.4% 50% False False 531,764
80 126-120 122-210 3-230 3.0% 0-126 0.3% 57% False False 399,051
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-299
2.618 126-046
1.618 125-211
1.000 125-115
0.618 125-056
HIGH 124-280
0.618 124-221
0.500 124-202
0.382 124-184
LOW 124-125
0.618 124-029
1.000 123-290
1.618 123-194
2.618 123-039
4.250 122-106
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 124-231 124-227
PP 124-217 124-208
S1 124-202 124-190

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

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