ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 123-300 124-160 0-180 0.5% 123-060
High 124-200 124-210 0-010 0.0% 123-270
Low 123-300 124-110 0-130 0.3% 123-060
Close 124-170 124-110 -0-060 -0.2% 123-120
Range 0-220 0-100 -0-120 -54.5% 0-210
ATR 0-100 0-100 0-000 0.0% 0-000
Volume 143 1,831 1,688 1,180.4% 2,934
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 125-123 125-057 124-165
R3 125-023 124-277 124-138
R2 124-243 124-243 124-128
R1 124-177 124-177 124-119 124-160
PP 124-143 124-143 124-143 124-135
S1 124-077 124-077 124-101 124-060
S2 124-043 124-043 124-092
S3 123-263 123-297 124-082
S4 123-163 123-197 124-055
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 125-140 125-020 123-236
R3 124-250 124-130 123-178
R2 124-040 124-040 123-158
R1 123-240 123-240 123-139 123-300
PP 123-150 123-150 123-150 123-180
S1 123-030 123-030 123-101 123-090
S2 122-260 122-260 123-082
S3 122-050 122-140 123-062
S4 121-160 121-250 123-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-210 123-110 1-100 1.1% 0-096 0.2% 76% True False 650
10 124-210 122-250 1-280 1.5% 0-078 0.2% 83% True False 513
20 124-210 122-210 2-000 1.6% 0-044 0.1% 84% True False 264
40 124-310 122-210 2-100 1.9% 0-022 0.1% 73% False False 132
60 124-310 122-210 2-100 1.9% 0-016 0.0% 73% False False 88
80 124-310 122-110 2-200 2.1% 0-014 0.0% 76% False False 67
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-315
2.618 125-152
1.618 125-052
1.000 124-310
0.618 124-272
HIGH 124-210
0.618 124-172
0.500 124-160
0.382 124-148
LOW 124-110
0.618 124-048
1.000 124-010
1.618 123-268
2.618 123-168
4.250 123-005
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 124-160 124-087
PP 124-143 124-063
S1 124-127 124-040

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

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