ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 126-120 126-050 -0-070 -0.2% 126-220
High 126-150 126-070 -0-080 -0.2% 127-160
Low 126-030 125-150 -0-200 -0.5% 126-050
Close 126-080 125-230 -0-170 -0.4% 126-110
Range 0-120 0-240 0-120 100.0% 1-110
ATR 0-196 0-200 0-004 2.0% 0-000
Volume 817 3,387 2,570 314.6% 10,696
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 128-017 127-203 126-042
R3 127-097 126-283 125-296
R2 126-177 126-177 125-274
R1 126-043 126-043 125-252 125-310
PP 125-257 125-257 125-257 125-230
S1 125-123 125-123 125-208 125-070
S2 125-017 125-017 125-186
S3 124-097 124-203 125-164
S4 123-177 123-283 125-098
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
5 127-000 125-150 1-170 1.2% 0-164 0.4% 16% False True 1,836
10 128-200 125-150 3-050 2.5% 0-214 0.5% 8% False True 2,311
20 129-280 123-280 6-000 4.8% 0-224 0.6% 31% False False 1,707
40 129-280 122-210 7-070 5.7% 0-131 0.3% 42% False False 940
60 129-280 122-210 7-070 5.7% 0-088 0.2% 42% False False 627
80 129-280 122-210 7-070 5.7% 0-067 0.2% 42% False False 470
100 129-280 122-110 7-170 6.0% 0-055 0.1% 45% False False 376
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 0-046
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-130
2.618 128-058
1.618 127-138
1.000 126-310
0.618 126-218
HIGH 126-070
0.618 125-298
0.500 125-270
0.382 125-242
LOW 125-150
0.618 125-002
1.000 124-230
1.618 124-082
2.618 123-162
4.250 122-090
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 125-270 126-005
PP 125-257 125-293
S1 125-243 125-262

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

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