ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 125-190 125-080 -0-110 -0.3% 125-240
High 125-230 125-310 0-080 0.2% 125-310
Low 125-090 125-050 -0-040 -0.1% 125-050
Close 125-110 125-300 0-190 0.5% 125-300
Range 0-140 0-260 0-120 85.7% 0-260
ATR 0-176 0-182 0-006 3.4% 0-000
Volume 5,517 12,465 6,948 125.9% 31,159
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-040 127-270 126-123
R3 127-100 127-010 126-052
R2 126-160 126-160 126-028
R1 126-070 126-070 126-004 126-115
PP 125-220 125-220 125-220 125-242
S1 125-130 125-130 125-276 125-175
S2 124-280 124-280 125-252
S3 124-020 124-190 125-228
S4 123-080 123-250 125-157
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-040 127-270 126-123
R3 127-100 127-010 126-052
R2 126-160 126-160 126-028
R1 126-070 126-070 126-004 126-115
PP 125-220 125-220 125-220 125-242
S1 125-130 125-130 125-276 125-175
S2 124-280 124-280 125-252
S3 124-020 124-190 125-228
S4 123-080 123-250 125-157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-310 125-050 0-260 0.6% 0-164 0.4% 96% True True 6,231
10 126-180 125-050 1-130 1.1% 0-148 0.4% 56% False True 4,516
20 129-280 125-050 4-230 3.7% 0-225 0.6% 17% False True 3,353
40 129-280 122-210 7-070 5.7% 0-156 0.4% 45% False False 1,938
60 129-280 122-210 7-070 5.7% 0-105 0.3% 45% False False 1,293
80 129-280 122-210 7-070 5.7% 0-079 0.2% 45% False False 970
100 129-280 122-110 7-170 6.0% 0-065 0.2% 48% False False 776
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 129-135
2.618 128-031
1.618 127-091
1.000 126-250
0.618 126-151
HIGH 125-310
0.618 125-211
0.500 125-180
0.382 125-149
LOW 125-050
0.618 124-209
1.000 124-110
1.618 123-269
2.618 123-009
4.250 121-225
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 125-260 125-260
PP 125-220 125-220
S1 125-180 125-180

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

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