ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 124-150 125-050 0-220 0.6% 123-230
High 125-050 125-170 0-120 0.3% 124-210
Low 124-150 125-000 0-170 0.4% 123-190
Close 125-030 125-170 0-140 0.3% 124-070
Range 0-220 0-170 -0-050 -22.7% 1-020
ATR 0-113 0-117 0-004 3.6% 0-000
Volume 79 1,904 1,825 2,310.1% 2,831
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 126-303 126-247 125-264
R3 126-133 126-077 125-217
R2 125-283 125-283 125-201
R1 125-227 125-227 125-186 125-255
PP 125-113 125-113 125-113 125-128
S1 125-057 125-057 125-154 125-085
S2 124-263 124-263 125-139
S3 124-093 124-207 125-123
S4 123-243 124-037 125-076
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 127-110 126-270 124-257
R3 126-090 125-250 124-164
R2 125-070 125-070 124-132
R1 124-230 124-230 124-101 124-310
PP 124-050 124-050 124-050 124-090
S1 123-210 123-210 124-039 123-290
S2 123-030 123-030 124-008
S3 122-010 122-190 123-296
S4 120-310 121-170 123-203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-170 123-280 1-210 1.3% 0-150 0.4% 100% True False 976
10 125-170 123-110 2-060 1.7% 0-122 0.3% 100% True False 784
20 125-170 122-210 2-280 2.3% 0-074 0.2% 100% True False 416
40 125-170 122-210 2-280 2.3% 0-038 0.1% 100% True False 208
60 125-170 122-210 2-280 2.3% 0-026 0.1% 100% True False 139
80 125-170 122-110 3-060 2.5% 0-022 0.1% 100% True False 105
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-252
2.618 126-295
1.618 126-125
1.000 126-020
0.618 125-275
HIGH 125-170
0.618 125-105
0.500 125-085
0.382 125-065
LOW 125-000
0.618 124-215
1.000 124-150
1.618 124-045
2.618 123-195
4.250 122-238
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 125-142 125-102
PP 125-113 125-033
S1 125-085 124-285

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

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