ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 123-140 123-130 -0-010 0.0% 123-030
High 123-140 123-220 0-080 0.2% 123-050
Low 123-070 123-130 0-060 0.2% 122-210
Close 123-070 123-220 0-150 0.4% 122-300
Range 0-070 0-090 0-020 28.6% 0-160
ATR 0-072 0-077 0-006 7.8% 0-000
Volume 33 1,543 1,510 4,575.8% 92
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 124-140 124-110 123-270
R3 124-050 124-020 123-245
R2 123-280 123-280 123-236
R1 123-250 123-250 123-228 123-265
PP 123-190 123-190 123-190 123-198
S1 123-160 123-160 123-212 123-175
S2 123-100 123-100 123-204
S3 123-010 123-070 123-195
S4 122-240 122-300 123-170
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 124-133 124-057 123-068
R3 123-293 123-217 123-024
R2 123-133 123-133 123-009
R1 123-057 123-057 122-315 123-015
PP 122-293 122-293 122-293 122-272
S1 122-217 122-217 122-285 122-175
S2 122-133 122-133 122-271
S3 121-293 122-057 122-256
S4 121-133 121-217 122-212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-220 122-250 0-290 0.7% 0-060 0.2% 100% True False 377
10 123-220 122-210 1-010 0.8% 0-034 0.1% 100% True False 200
20 124-270 122-210 2-060 1.8% 0-020 0.1% 47% False False 102
40 124-310 122-210 2-100 1.9% 0-010 0.0% 45% False False 51
60 124-310 122-110 2-200 2.1% 0-011 0.0% 51% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 124-282
2.618 124-136
1.618 124-046
1.000 123-310
0.618 123-276
HIGH 123-220
0.618 123-186
0.500 123-175
0.382 123-164
LOW 123-130
0.618 123-074
1.000 123-040
1.618 122-304
2.618 122-214
4.250 122-068
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 123-205 123-195
PP 123-190 123-170
S1 123-175 123-145

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

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