ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 125-240 125-200 -0-040 -0.1% 126-080
High 125-280 125-280 0-000 0.0% 126-180
Low 125-080 125-170 0-090 0.2% 125-150
Close 125-170 125-180 0-010 0.0% 125-210
Range 0-200 0-110 -0-090 -45.0% 1-030
ATR 0-190 0-184 -0-006 -3.0% 0-000
Volume 4,296 3,663 -633 -14.7% 14,001
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 126-220 126-150 125-240
R3 126-110 126-040 125-210
R2 126-000 126-000 125-200
R1 125-250 125-250 125-190 125-230
PP 125-210 125-210 125-210 125-200
S1 125-140 125-140 125-170 125-120
S2 125-100 125-100 125-160
S3 124-310 125-030 125-150
S4 124-200 124-240 125-120
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
5 126-070 125-080 0-310 0.8% 0-150 0.4% 32% False False 4,033
10 127-020 125-080 1-260 1.4% 0-150 0.4% 17% False False 2,814
20 129-280 125-000 4-280 3.9% 0-220 0.5% 12% False False 2,397
40 129-280 122-210 7-070 5.7% 0-143 0.4% 40% False False 1,359
60 129-280 122-210 7-070 5.7% 0-096 0.2% 40% False False 906
80 129-280 122-210 7-070 5.7% 0-072 0.2% 40% False False 680
100 129-280 122-110 7-170 6.0% 0-060 0.1% 43% False False 544
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-108
2.618 126-248
1.618 126-138
1.000 126-070
0.618 126-028
HIGH 125-280
0.618 125-238
0.500 125-225
0.382 125-212
LOW 125-170
0.618 125-102
1.000 125-060
1.618 124-312
2.618 124-202
4.250 124-022
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 125-225 125-180
PP 125-210 125-180
S1 125-195 125-180

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

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