ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 06-Nov-2014
Day Change Summary
Previous Current
05-Nov-2014 06-Nov-2014 Change Change % Previous Week
Open 125-220 125-190 -0-030 -0.1% 126-080
High 125-220 125-230 0-010 0.0% 126-180
Low 125-110 125-090 -0-020 0.0% 125-150
Close 125-180 125-110 -0-070 -0.2% 125-210
Range 0-110 0-140 0-030 27.3% 1-030
ATR 0-179 0-176 -0-003 -1.6% 0-000
Volume 5,218 5,517 299 5.7% 14,001
Daily Pivots for day following 06-Nov-2014
Classic Woodie Camarilla DeMark
R4 126-243 126-157 125-187
R3 126-103 126-017 125-148
R2 125-283 125-283 125-136
R1 125-197 125-197 125-123 125-170
PP 125-143 125-143 125-143 125-130
S1 125-057 125-057 125-097 125-030
S2 125-003 125-003 125-084
S3 124-183 124-237 125-072
S4 124-043 124-097 125-033
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
5 125-280 125-080 0-200 0.5% 0-126 0.3% 15% False False 4,606
10 126-190 125-080 1-110 1.1% 0-131 0.3% 7% False False 3,519
20 129-280 125-080 4-200 3.7% 0-216 0.5% 2% False False 2,753
40 129-280 122-210 7-070 5.8% 0-149 0.4% 37% False False 1,627
60 129-280 122-210 7-070 5.8% 0-100 0.3% 37% False False 1,085
80 129-280 122-210 7-070 5.8% 0-075 0.2% 37% False False 814
100 129-280 122-110 7-170 6.0% 0-063 0.2% 40% False False 652
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 0-027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-185
2.618 126-277
1.618 126-137
1.000 126-050
0.618 125-317
HIGH 125-230
0.618 125-177
0.500 125-160
0.382 125-143
LOW 125-090
0.618 125-003
1.000 124-270
1.618 124-183
2.618 124-043
4.250 123-135
Fisher Pivots for day following 06-Nov-2014
Pivot 1 day 3 day
R1 125-160 125-185
PP 125-143 125-160
S1 125-127 125-135

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

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