ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 126-080 126-120 0-040 0.1% 126-220
High 126-180 126-150 -0-030 -0.1% 127-160
Low 126-080 126-030 -0-050 -0.1% 126-050
Close 126-140 126-080 -0-060 -0.1% 126-110
Range 0-100 0-120 0-020 20.0% 1-110
ATR 0-201 0-196 -0-006 -2.9% 0-000
Volume 977 817 -160 -16.4% 10,696
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 127-127 127-063 126-146
R3 127-007 126-263 126-113
R2 126-207 126-207 126-102
R1 126-143 126-143 126-091 126-115
PP 126-087 126-087 126-087 126-072
S1 126-023 126-023 126-069 125-315
S2 125-287 125-287 126-058
S3 125-167 125-223 126-047
S4 125-047 125-103 126-014
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
5 127-020 126-030 0-310 0.8% 0-150 0.4% 16% False True 1,596
10 129-280 126-030 3-250 3.0% 0-292 0.7% 4% False True 2,190
20 129-280 123-280 6-000 4.8% 0-223 0.6% 40% False False 1,545
40 129-280 122-210 7-070 5.7% 0-125 0.3% 50% False False 855
60 129-280 122-210 7-070 5.7% 0-084 0.2% 50% False False 570
80 129-280 122-210 7-070 5.7% 0-064 0.2% 50% False False 428
100 129-280 122-110 7-170 6.0% 0-053 0.1% 52% False False 343
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-020
2.618 127-144
1.618 127-024
1.000 126-270
0.618 126-224
HIGH 126-150
0.618 126-104
0.500 126-090
0.382 126-076
LOW 126-030
0.618 125-276
1.000 125-230
1.618 125-156
2.618 125-036
4.250 124-160
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 126-090 126-110
PP 126-087 126-100
S1 126-083 126-090

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

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