ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 126-150 126-080 -0-070 -0.2% 126-220
High 126-190 126-180 -0-010 0.0% 127-160
Low 126-100 126-080 -0-020 0.0% 126-050
Close 126-110 126-140 0-030 0.1% 126-110
Range 0-090 0-100 0-010 11.1% 1-110
ATR 0-209 0-201 -0-008 -3.7% 0-000
Volume 2,504 977 -1,527 -61.0% 10,696
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 127-113 127-067 126-195
R3 127-013 126-287 126-168
R2 126-233 126-233 126-158
R1 126-187 126-187 126-149 126-210
PP 126-133 126-133 126-133 126-145
S1 126-087 126-087 126-131 126-110
S2 126-033 126-033 126-122
S3 125-253 125-307 126-112
S4 125-153 125-207 126-085
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 130-223 129-277 127-026
R3 129-113 128-167 126-228
R2 128-003 128-003 126-189
R1 127-057 127-057 126-149 126-295
PP 126-213 126-213 126-213 126-172
S1 125-267 125-267 126-071 125-185
S2 125-103 125-103 126-031
S3 123-313 124-157 125-312
S4 122-203 123-047 125-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-160 126-050 1-110 1.1% 0-174 0.4% 21% False False 1,916
10 129-280 126-050 3-230 2.9% 0-292 0.7% 8% False False 2,126
20 129-280 123-190 6-090 5.0% 0-217 0.5% 45% False False 1,504
40 129-280 122-210 7-070 5.7% 0-122 0.3% 52% False False 835
60 129-280 122-210 7-070 5.7% 0-082 0.2% 52% False False 557
80 129-280 122-170 7-110 5.8% 0-062 0.2% 53% False False 418
100 129-280 122-110 7-170 6.0% 0-051 0.1% 54% False False 334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-285
2.618 127-122
1.618 127-022
1.000 126-280
0.618 126-242
HIGH 126-180
0.618 126-142
0.500 126-130
0.382 126-118
LOW 126-080
0.618 126-018
1.000 125-300
1.618 125-238
2.618 125-138
4.250 124-295
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 126-137 126-185
PP 126-133 126-170
S1 126-130 126-155

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

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