ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 126-175 126-200 0-025 0.1% 126-310
High 126-245 126-235 -0-010 0.0% 127-080
Low 126-100 126-065 -0-035 -0.1% 126-060
Close 126-200 126-115 -0-085 -0.2% 126-115
Range 0-145 0-170 0-025 17.2% 1-020
ATR 0-233 0-229 -0-005 -1.9% 0-000
Volume 1,366,825 1,391,551 24,726 1.8% 5,995,505
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 128-008 127-232 126-208
R3 127-158 127-062 126-162
R2 126-308 126-308 126-146
R1 126-212 126-212 126-131 126-175
PP 126-138 126-138 126-138 126-120
S1 126-042 126-042 126-099 126-005
S2 125-288 125-288 126-084
S3 125-118 125-192 126-068
S4 124-268 125-022 126-022
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 129-252 129-043 126-302
R3 128-232 128-023 126-208
R2 127-212 127-212 126-177
R1 127-003 127-003 126-146 126-258
PP 126-192 126-192 126-192 126-159
S1 125-303 125-303 126-084 125-238
S2 125-172 125-172 126-053
S3 124-152 124-283 126-022
S4 123-132 123-263 125-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-080 126-060 1-020 0.8% 0-171 0.4% 16% False False 1,199,101
10 128-085 126-060 2-025 1.6% 0-194 0.5% 8% False False 1,296,932
20 130-170 125-035 5-135 4.3% 0-266 0.7% 23% False False 1,678,267
40 130-170 123-160 7-010 5.6% 0-210 0.5% 41% False False 1,512,584
60 130-170 123-160 7-010 5.6% 0-191 0.5% 41% False False 1,204,659
80 130-170 123-130 7-040 5.6% 0-178 0.4% 41% False False 904,921
100 130-170 122-210 7-280 6.2% 0-161 0.4% 47% False False 724,181
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 0-057
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-318
2.618 128-040
1.618 127-190
1.000 127-085
0.618 127-020
HIGH 126-235
0.618 126-170
0.500 126-150
0.382 126-130
LOW 126-065
0.618 125-280
1.000 125-215
1.618 125-110
2.618 124-260
4.250 123-302
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 126-150 126-192
PP 126-138 126-167
S1 126-127 126-141

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

View Archives - Comment on this page... - Back to Index of Symbols