ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 127-030 126-285 -0-065 -0.2% 127-200
High 127-070 127-005 -0-065 -0.2% 128-085
Low 126-260 126-060 -0-200 -0.5% 126-260
Close 126-305 126-145 -0-160 -0.4% 127-010
Range 0-130 0-265 0-135 103.8% 1-145
ATR 0-238 0-240 0-002 0.8% 0-000
Volume 1,170,647 1,158,359 -12,288 -1.0% 6,973,824
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 129-012 128-183 126-291
R3 128-067 127-238 126-218
R2 127-122 127-122 126-194
R1 126-293 126-293 126-169 126-235
PP 126-177 126-177 126-177 126-148
S1 126-028 126-028 126-121 125-290
S2 125-232 125-232 126-096
S3 124-287 125-083 126-072
S4 124-022 124-138 125-319
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 131-233 130-267 127-266
R3 130-088 129-122 127-138
R2 128-263 128-263 127-095
R1 127-297 127-297 127-053 127-208
PP 127-118 127-118 127-118 127-074
S1 126-152 126-152 126-287 126-062
S2 125-293 125-293 126-245
S3 124-148 125-007 126-202
S4 123-003 123-182 126-074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-220 126-060 1-160 1.2% 0-193 0.5% 18% False True 1,202,578
10 129-180 126-060 3-120 2.7% 0-248 0.6% 8% False True 1,537,850
20 130-170 124-260 5-230 4.5% 0-267 0.7% 29% False False 1,717,915
40 130-170 123-160 7-010 5.6% 0-214 0.5% 42% False False 1,527,131
60 130-170 123-160 7-010 5.6% 0-192 0.5% 42% False False 1,158,981
80 130-170 123-130 7-040 5.6% 0-178 0.4% 43% False False 870,483
100 130-170 122-210 7-280 6.2% 0-158 0.4% 48% False False 696,597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-072
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130-171
2.618 129-059
1.618 128-114
1.000 127-270
0.618 127-169
HIGH 127-005
0.618 126-224
0.500 126-192
0.382 126-161
LOW 126-060
0.618 125-216
1.000 125-115
1.618 124-271
2.618 124-006
4.250 122-214
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 126-192 126-230
PP 126-177 126-202
S1 126-161 126-173

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

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