ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 126-290 127-000 0-030 0.1% 126-000
High 127-020 127-000 -0-020 0.0% 129-280
Low 126-170 126-050 -0-120 -0.3% 126-000
Close 126-240 126-100 -0-140 -0.3% 126-300
Range 0-170 0-270 0-100 58.8% 3-280
ATR 0-214 0-218 0-004 1.9% 0-000
Volume 2,186 1,496 -690 -31.6% 11,215
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 129-007 128-163 126-248
R3 128-057 127-213 126-174
R2 127-107 127-107 126-150
R1 126-263 126-263 126-125 126-210
PP 126-157 126-157 126-157 126-130
S1 125-313 125-313 126-075 125-260
S2 125-207 125-207 126-050
S3 124-257 125-043 126-026
S4 123-307 124-093 125-272
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 139-073 136-307 129-022
R3 135-113 133-027 128-001
R2 131-153 131-153 127-207
R1 129-067 129-067 127-094 130-110
PP 127-193 127-193 127-193 128-055
S1 125-107 125-107 126-186 126-150
S2 123-233 123-233 126-073
S3 119-273 121-147 125-279
S4 115-313 117-187 124-258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-170 126-050 1-120 1.1% 0-224 0.6% 11% False True 2,053
10 129-280 125-220 4-060 3.3% 0-302 0.7% 15% False False 1,986
20 129-280 123-110 6-170 5.2% 0-216 0.5% 45% False False 1,393
40 129-280 122-210 7-070 5.7% 0-118 0.3% 51% False False 748
60 129-280 122-210 7-070 5.7% 0-079 0.2% 51% False False 499
80 129-280 122-110 7-170 6.0% 0-062 0.2% 53% False False 374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 130-188
2.618 129-067
1.618 128-117
1.000 127-270
0.618 127-167
HIGH 127-000
0.618 126-217
0.500 126-185
0.382 126-153
LOW 126-050
0.618 125-203
1.000 125-100
1.618 124-253
2.618 123-303
4.250 122-182
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 126-185 126-265
PP 126-157 126-210
S1 126-128 126-155

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

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