ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 126-285 126-175 -0-110 -0.3% 127-200
High 127-005 126-245 -0-080 -0.2% 128-085
Low 126-060 126-100 0-040 0.1% 126-260
Close 126-145 126-200 0-055 0.1% 127-010
Range 0-265 0-145 -0-120 -45.3% 1-145
ATR 0-240 0-233 -0-007 -2.8% 0-000
Volume 1,158,359 1,366,825 208,466 18.0% 6,973,824
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 127-297 127-233 126-280
R3 127-152 127-088 126-240
R2 127-007 127-007 126-227
R1 126-263 126-263 126-213 126-295
PP 126-182 126-182 126-182 126-198
S1 126-118 126-118 126-187 126-150
S2 126-037 126-037 126-173
S3 125-212 125-293 126-160
S4 125-067 125-148 126-120
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
5 127-145 126-060 1-085 1.0% 0-166 0.4% 35% False False 1,191,814
10 128-105 126-060 2-045 1.7% 0-205 0.5% 20% False False 1,354,528
20 130-170 124-260 5-230 4.5% 0-267 0.7% 32% False False 1,697,675
40 130-170 123-160 7-010 5.6% 0-212 0.5% 44% False False 1,519,572
60 130-170 123-160 7-010 5.6% 0-192 0.5% 44% False False 1,181,570
80 130-170 123-130 7-040 5.6% 0-178 0.4% 45% False False 887,535
100 130-170 122-210 7-280 6.2% 0-160 0.4% 50% False False 710,265
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-064
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-221
2.618 127-305
1.618 127-160
1.000 127-070
0.618 127-015
HIGH 126-245
0.618 126-190
0.500 126-172
0.382 126-155
LOW 126-100
0.618 126-010
1.000 125-275
1.618 125-185
2.618 125-040
4.250 124-124
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 126-191 126-225
PP 126-182 126-217
S1 126-172 126-208

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

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