ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 124-140 124-200 0-060 0.2% 124-220
High 124-140 124-200 0-060 0.2% 124-220
Low 124-140 124-200 0-060 0.2% 124-080
Close 124-140 124-200 0-060 0.2% 124-080
Range
ATR 0-063 0-063 0-000 -0.3% 0-000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 124-200 124-200 124-200
R3 124-200 124-200 124-200
R2 124-200 124-200 124-200
R1 124-200 124-200 124-200 124-200
PP 124-200 124-200 124-200 124-200
S1 124-200 124-200 124-200 124-200
S2 124-200 124-200 124-200
S3 124-200 124-200 124-200
S4 124-200 124-200 124-200
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 125-227 125-133 124-157
R3 125-087 124-313 124-118
R2 124-267 124-267 124-106
R1 124-173 124-173 124-093 124-150
PP 124-127 124-127 124-127 124-115
S1 124-033 124-033 124-067 124-010
S2 123-307 123-307 124-054
S3 123-167 123-213 124-042
S4 123-027 123-073 124-003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-200 124-080 0-120 0.3% 0-002 0.0% 100% True False 1
10 124-310 124-080 0-230 0.6% 0-001 0.0% 52% False False 1
20 124-310 122-240 2-070 1.8% 0-000 0.0% 85% False False 1
40 124-310 122-110 2-200 2.1% 0-006 0.0% 87% False False 1
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 0-000
Fibonacci Retracements and Extensions
4.250 124-200
2.618 124-200
1.618 124-200
1.000 124-200
0.618 124-200
HIGH 124-200
0.618 124-200
0.500 124-200
0.382 124-200
LOW 124-200
0.618 124-200
1.000 124-200
1.618 124-200
2.618 124-200
4.250 124-200
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 124-200 124-182
PP 124-200 124-163
S1 124-200 124-145

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

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