ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 125-220 125-240 0-020 0.0% 126-080
High 125-240 125-280 0-040 0.1% 126-180
Low 125-170 125-080 -0-090 -0.2% 125-150
Close 125-210 125-170 -0-040 -0.1% 125-210
Range 0-070 0-200 0-130 185.7% 1-030
ATR 0-189 0-190 0-001 0.4% 0-000
Volume 4,336 4,296 -40 -0.9% 14,001
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-137 127-033 125-280
R3 126-257 126-153 125-225
R2 126-057 126-057 125-207
R1 125-273 125-273 125-188 125-225
PP 125-177 125-177 125-177 125-152
S1 125-073 125-073 125-152 125-025
S2 124-297 124-297 125-133
S3 124-097 124-193 125-115
S4 123-217 123-313 125-060
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
5 126-150 125-080 1-070 1.0% 0-152 0.4% 23% False True 3,464
10 127-160 125-080 2-080 1.8% 0-163 0.4% 13% False True 2,690
20 129-280 124-150 5-130 4.3% 0-226 0.6% 20% False False 2,218
40 129-280 122-210 7-070 5.8% 0-140 0.3% 40% False False 1,268
60 129-280 122-210 7-070 5.8% 0-094 0.2% 40% False False 845
80 129-280 122-210 7-070 5.8% 0-071 0.2% 40% False False 634
100 129-280 122-110 7-170 6.0% 0-059 0.1% 42% False False 508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-170
2.618 127-164
1.618 126-284
1.000 126-160
0.618 126-084
HIGH 125-280
0.618 125-204
0.500 125-180
0.382 125-156
LOW 125-080
0.618 124-276
1.000 124-200
1.618 124-076
2.618 123-196
4.250 122-190
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 125-180 125-205
PP 125-177 125-193
S1 125-173 125-182

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

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