ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 126-050 125-280 -0-090 -0.2% 126-220
High 126-070 126-010 -0-060 -0.1% 127-160
Low 125-150 125-200 0-050 0.1% 126-050
Close 125-230 125-290 0-060 0.1% 126-110
Range 0-240 0-130 -0-110 -45.8% 1-110
ATR 0-200 0-195 -0-005 -2.5% 0-000
Volume 3,387 4,484 1,097 32.4% 10,696
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 127-023 126-287 126-042
R3 126-213 126-157 126-006
R2 126-083 126-083 125-314
R1 126-027 126-027 125-302 126-055
PP 125-273 125-273 125-273 125-288
S1 125-217 125-217 125-278 125-245
S2 125-143 125-143 125-266
S3 125-013 125-087 125-254
S4 124-203 124-277 125-218
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
5 126-190 125-150 1-040 0.9% 0-136 0.3% 39% False False 2,433
10 127-170 125-150 2-020 1.6% 0-180 0.4% 21% False False 2,243
20 129-280 123-280 6-000 4.8% 0-226 0.6% 34% False False 1,839
40 129-280 122-210 7-070 5.7% 0-134 0.3% 45% False False 1,052
60 129-280 122-210 7-070 5.7% 0-090 0.2% 45% False False 701
80 129-280 122-210 7-070 5.7% 0-069 0.2% 45% False False 526
100 129-280 122-110 7-170 6.0% 0-056 0.1% 47% False False 421
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-242
2.618 127-030
1.618 126-220
1.000 126-140
0.618 126-090
HIGH 126-010
0.618 125-280
0.500 125-265
0.382 125-250
LOW 125-200
0.618 125-120
1.000 125-070
1.618 124-310
2.618 124-180
4.250 123-288
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 125-282 125-310
PP 125-273 125-303
S1 125-265 125-297

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

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