ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 125-250 126-000 0-070 0.2% 124-080
High 125-310 126-200 0-210 0.5% 125-310
Low 125-220 126-000 0-100 0.2% 124-080
Close 125-240 126-120 0-200 0.5% 125-240
Range 0-090 0-200 0-110 122.2% 1-230
ATR 0-119 0-131 0-011 9.6% 0-000
Volume 454 1,627 1,173 258.4% 4,593
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 128-067 127-293 126-230
R3 127-187 127-093 126-175
R2 126-307 126-307 126-157
R1 126-213 126-213 126-138 126-260
PP 126-107 126-107 126-107 126-130
S1 126-013 126-013 126-102 126-060
S2 125-227 125-227 126-083
S3 125-027 125-133 126-065
S4 124-147 124-253 126-010
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 130-153 129-267 126-222
R3 128-243 128-037 126-071
R2 127-013 127-013 126-021
R1 126-127 126-127 125-290 126-230
PP 125-103 125-103 125-103 125-155
S1 124-217 124-217 125-190 125-000
S2 123-193 123-193 125-139
S3 121-283 122-307 125-089
S4 120-053 121-077 124-258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-200 124-150 2-050 1.7% 0-168 0.4% 88% True False 1,156
10 126-200 123-190 3-010 2.4% 0-142 0.4% 92% True False 882
20 126-200 122-210 3-310 3.1% 0-096 0.2% 94% True False 602
40 126-200 122-210 3-310 3.1% 0-050 0.1% 94% True False 303
60 126-200 122-210 3-310 3.1% 0-033 0.1% 94% True False 202
80 126-200 122-110 4-090 3.4% 0-028 0.1% 94% True False 152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-090
2.618 128-084
1.618 127-204
1.000 127-080
0.618 127-004
HIGH 126-200
0.618 126-124
0.500 126-100
0.382 126-076
LOW 126-000
0.618 125-196
1.000 125-120
1.618 124-316
2.618 124-116
4.250 123-110
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 126-113 126-085
PP 126-107 126-050
S1 126-100 126-015

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

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