ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 124-020 124-000 -0-020 -0.1% 124-100
High 124-020 124-050 0-030 0.1% 124-100
Low 124-020 124-000 -0-020 -0.1% 124-000
Close 124-020 124-050 0-030 0.1% 124-050
Range 0-000 0-050 0-050 0-100
ATR 0-063 0-062 -0-001 -1.5% 0-000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 124-183 124-167 124-078
R3 124-133 124-117 124-064
R2 124-083 124-083 124-059
R1 124-067 124-067 124-055 124-075
PP 124-033 124-033 124-033 124-038
S1 124-017 124-017 124-045 124-025
S2 123-303 123-303 124-041
S3 123-253 123-287 124-036
S4 123-203 123-237 124-022
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 125-030 124-300 124-105
R3 124-250 124-200 124-078
R2 124-150 124-150 124-068
R1 124-100 124-100 124-059 124-075
PP 124-050 124-050 124-050 124-038
S1 124-000 124-000 124-041 123-295
S2 123-270 123-270 124-032
S3 123-170 123-220 124-022
S4 123-070 123-120 123-315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-250 124-000 0-250 0.6% 0-012 0.0% 20% False True 1
10 124-270 124-000 0-270 0.7% 0-007 0.0% 19% False True 1
20 124-310 124-000 0-310 0.8% 0-004 0.0% 16% False True 1
40 124-310 122-240 2-070 1.8% 0-002 0.0% 63% False False 1
60 124-310 122-110 2-200 2.1% 0-005 0.0% 69% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 124-262
2.618 124-181
1.618 124-131
1.000 124-100
0.618 124-081
HIGH 124-050
0.618 124-031
0.500 124-025
0.382 124-019
LOW 124-000
0.618 123-289
1.000 123-270
1.618 123-239
2.618 123-189
4.250 123-108
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 124-042 124-050
PP 124-033 124-050
S1 124-025 124-050

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

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