ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 126-145 126-165 0-020 0.0% 125-060
High 126-285 126-250 -0-035 -0.1% 126-285
Low 126-110 126-070 -0-040 -0.1% 125-035
Close 126-140 126-175 0-035 0.1% 126-175
Range 0-175 0-180 0-005 2.9% 1-250
ATR 0-175 0-176 0-000 0.2% 0-000
Volume 2,289,596 1,401,431 -888,165 -38.8% 8,662,710
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 128-065 127-300 126-274
R3 127-205 127-120 126-224
R2 127-025 127-025 126-208
R1 126-260 126-260 126-192 126-302
PP 126-165 126-165 126-165 126-186
S1 126-080 126-080 126-158 126-122
S2 125-305 125-305 126-142
S3 125-125 125-220 126-126
S4 124-265 125-040 126-076
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 131-168 130-262 127-168
R3 129-238 129-012 127-012
R2 127-308 127-308 126-280
R1 127-082 127-082 126-227 127-195
PP 126-058 126-058 126-058 126-115
S1 125-152 125-152 126-123 125-265
S2 124-128 124-128 126-070
S3 122-198 123-222 126-018
S4 120-268 121-292 125-182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-285 125-035 1-250 1.4% 0-203 0.5% 81% False False 1,732,542
10 126-285 124-125 2-160 2.0% 0-193 0.5% 86% False False 1,674,913
20 126-285 123-160 3-125 2.7% 0-171 0.4% 90% False False 1,451,333
40 126-285 123-160 3-125 2.7% 0-160 0.4% 90% False False 1,182,272
60 126-285 123-130 3-155 2.8% 0-158 0.4% 90% False False 791,446
80 126-285 122-300 3-305 3.1% 0-142 0.4% 91% False False 593,940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-055
2.618 128-081
1.618 127-221
1.000 127-110
0.618 127-041
HIGH 126-250
0.618 126-181
0.500 126-160
0.382 126-139
LOW 126-070
0.618 125-279
1.000 125-210
1.618 125-099
2.618 124-239
4.250 123-265
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 126-170 126-153
PP 126-165 126-132
S1 126-160 126-110

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

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