ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 125-280 125-220 -0-060 -0.1% 126-080
High 126-010 125-240 -0-090 -0.2% 126-180
Low 125-200 125-170 -0-030 -0.1% 125-150
Close 125-290 125-210 -0-080 -0.2% 125-210
Range 0-130 0-070 -0-060 -46.2% 1-030
ATR 0-195 0-189 -0-005 -2.7% 0-000
Volume 4,484 4,336 -148 -3.3% 14,001
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 126-097 126-063 125-248
R3 126-027 125-313 125-229
R2 125-277 125-277 125-223
R1 125-243 125-243 125-216 125-225
PP 125-207 125-207 125-207 125-198
S1 125-173 125-173 125-204 125-155
S2 125-137 125-137 125-197
S3 125-067 125-103 125-191
S4 124-317 125-033 125-172
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 129-057 128-163 126-082
R3 128-027 127-133 125-306
R2 126-317 126-317 125-274
R1 126-103 126-103 125-242 126-035
PP 125-287 125-287 125-287 125-252
S1 125-073 125-073 125-178 125-005
S2 124-257 124-257 125-146
S3 123-227 124-043 125-114
S4 122-197 123-013 125-018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-180 125-150 1-030 0.9% 0-132 0.3% 17% False False 2,800
10 127-160 125-150 2-010 1.6% 0-162 0.4% 9% False False 2,469
20 129-280 124-080 5-200 4.5% 0-222 0.6% 25% False False 2,025
40 129-280 122-210 7-070 5.7% 0-135 0.3% 42% False False 1,160
60 129-280 122-210 7-070 5.7% 0-091 0.2% 42% False False 774
80 129-280 122-210 7-070 5.7% 0-068 0.2% 42% False False 580
100 129-280 122-110 7-170 6.0% 0-057 0.1% 44% False False 465
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-031
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 126-218
2.618 126-103
1.618 126-033
1.000 125-310
0.618 125-283
HIGH 125-240
0.618 125-213
0.500 125-205
0.382 125-197
LOW 125-170
0.618 125-127
1.000 125-100
1.618 125-057
2.618 124-307
4.250 124-192
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 125-208 125-270
PP 125-207 125-250
S1 125-205 125-230

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

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