ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 126-200 126-135 -0-065 -0.2% 126-310
High 126-235 126-200 -0-035 -0.1% 127-080
Low 126-065 125-305 -0-080 -0.2% 126-060
Close 126-115 126-085 -0-030 -0.1% 126-115
Range 0-170 0-215 0-045 26.5% 1-020
ATR 0-229 0-228 -0-001 -0.4% 0-000
Volume 1,391,551 1,139,895 -251,656 -18.1% 5,995,505
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-095 127-305 126-203
R3 127-200 127-090 126-144
R2 126-305 126-305 126-124
R1 126-195 126-195 126-105 126-142
PP 126-090 126-090 126-090 126-064
S1 125-300 125-300 126-065 125-248
S2 125-195 125-195 126-046
S3 124-300 125-085 126-026
S4 124-085 124-190 125-287
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
5 127-070 125-305 1-085 1.0% 0-185 0.5% 25% False True 1,245,455
10 128-085 125-305 2-100 1.8% 0-196 0.5% 14% False True 1,270,445
20 130-170 125-115 5-055 4.1% 0-269 0.7% 18% False False 1,679,578
40 130-170 123-160 7-010 5.6% 0-211 0.5% 39% False False 1,512,963
60 130-170 123-160 7-010 5.6% 0-191 0.5% 39% False False 1,223,287
80 130-170 123-130 7-040 5.6% 0-181 0.4% 40% False False 919,145
100 130-170 122-210 7-280 6.2% 0-162 0.4% 46% False False 735,579
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 0-056
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-154
2.618 128-123
1.618 127-228
1.000 127-095
0.618 127-013
HIGH 126-200
0.618 126-118
0.500 126-092
0.382 126-067
LOW 125-305
0.618 125-172
1.000 125-090
1.618 124-277
2.618 124-062
4.250 123-031
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 126-092 126-115
PP 126-090 126-105
S1 126-088 126-095

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

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