ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 125-145 126-020 0-195 0.5% 124-160
High 126-040 126-200 0-160 0.4% 125-230
Low 125-115 125-255 0-140 0.3% 124-125
Close 126-000 126-120 0-120 0.3% 125-045
Range 0-245 0-265 0-020 8.2% 1-105
ATR 0-168 0-175 0-007 4.1% 0-000
Volume 1,568,816 2,289,193 720,377 45.9% 8,086,429
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 128-240 128-125 126-266
R3 127-295 127-180 126-193
R2 127-030 127-030 126-169
R1 126-235 126-235 126-144 126-292
PP 126-085 126-085 126-085 126-114
S1 125-290 125-290 126-096 126-028
S2 125-140 125-140 126-071
S3 124-195 125-025 126-047
S4 123-250 124-080 125-294
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 129-022 128-138 125-279
R3 127-237 127-033 125-162
R2 126-132 126-132 125-123
R1 125-248 125-248 125-084 126-030
PP 125-027 125-027 125-027 125-078
S1 124-143 124-143 125-006 124-245
S2 123-242 123-242 124-287
S3 122-137 123-038 124-248
S4 121-032 121-253 124-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-200 124-260 1-260 1.4% 0-199 0.5% 86% True False 1,704,606
10 126-200 124-085 2-115 1.9% 0-194 0.5% 89% True False 1,616,657
20 126-200 123-160 3-040 2.5% 0-167 0.4% 92% True False 1,412,823
40 126-200 123-160 3-040 2.5% 0-159 0.4% 92% True False 1,090,500
60 126-200 123-130 3-070 2.5% 0-157 0.4% 92% True False 729,960
80 126-200 122-210 3-310 3.1% 0-141 0.3% 94% True False 547,804
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 130-046
2.618 128-254
1.618 127-309
1.000 127-145
0.618 127-044
HIGH 126-200
0.618 126-099
0.500 126-068
0.382 126-036
LOW 125-255
0.618 125-091
1.000 124-310
1.618 124-146
2.618 123-201
4.250 122-089
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 126-102 126-066
PP 126-085 126-012
S1 126-068 125-278

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

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