ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 125-200 125-220 0-020 0.0% 126-080
High 125-280 125-220 -0-060 -0.1% 126-180
Low 125-170 125-110 -0-060 -0.1% 125-150
Close 125-180 125-180 0-000 0.0% 125-210
Range 0-110 0-110 0-000 0.0% 1-030
ATR 0-184 0-179 -0-005 -2.9% 0-000
Volume 3,663 5,218 1,555 42.5% 14,001
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 126-180 126-130 125-240
R3 126-070 126-020 125-210
R2 125-280 125-280 125-200
R1 125-230 125-230 125-190 125-200
PP 125-170 125-170 125-170 125-155
S1 125-120 125-120 125-170 125-090
S2 125-060 125-060 125-160
S3 124-270 125-010 125-150
S4 124-160 124-220 125-120
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
5 126-010 125-080 0-250 0.6% 0-124 0.3% 40% False False 4,399
10 127-000 125-080 1-240 1.4% 0-144 0.4% 18% False False 3,117
20 129-280 125-080 4-200 3.7% 0-218 0.5% 7% False False 2,563
40 129-280 122-210 7-070 5.7% 0-146 0.4% 40% False False 1,489
60 129-280 122-210 7-070 5.7% 0-098 0.2% 40% False False 993
80 129-280 122-210 7-070 5.7% 0-074 0.2% 40% False False 745
100 129-280 122-110 7-170 6.0% 0-061 0.2% 43% False False 596
Crabel Price Patterns
NR False
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 0-023
Fibonacci Retracements and Extensions
4.250 127-048
2.618 126-188
1.618 126-078
1.000 126-010
0.618 125-288
HIGH 125-220
0.618 125-178
0.500 125-165
0.382 125-152
LOW 125-110
0.618 125-042
1.000 125-000
1.618 124-252
2.618 124-142
4.250 123-282
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 125-175 125-180
PP 125-170 125-180
S1 125-165 125-180

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

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