ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 125-140 125-160 0-020 0.0% 125-240
High 125-290 125-270 -0-020 0.0% 125-310
Low 125-140 125-150 0-010 0.0% 125-050
Close 125-200 125-250 0-050 0.1% 125-300
Range 0-150 0-120 -0-030 -20.0% 0-260
ATR 0-179 0-175 -0-004 -2.3% 0-000
Volume 1,384 9,068 7,684 555.2% 31,159
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 126-263 126-217 125-316
R3 126-143 126-097 125-283
R2 126-023 126-023 125-272
R1 125-297 125-297 125-261 126-000
PP 125-223 125-223 125-223 125-235
S1 125-177 125-177 125-239 125-200
S2 125-103 125-103 125-228
S3 124-303 125-057 125-217
S4 124-183 124-257 125-184
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
5 126-100 125-050 1-050 0.9% 0-172 0.4% 54% False False 7,285
10 126-100 125-050 1-050 0.9% 0-149 0.4% 54% False False 5,945
20 127-170 125-050 2-120 1.9% 0-164 0.4% 26% False False 4,094
40 129-280 122-250 7-030 5.6% 0-170 0.4% 42% False False 2,534
60 129-280 122-210 7-070 5.7% 0-115 0.3% 43% False False 1,692
80 129-280 122-210 7-070 5.7% 0-086 0.2% 43% False False 1,269
100 129-280 122-110 7-170 6.0% 0-071 0.2% 46% False False 1,016
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-140
2.618 126-264
1.618 126-144
1.000 126-070
0.618 126-024
HIGH 125-270
0.618 125-224
0.500 125-210
0.382 125-196
LOW 125-150
0.618 125-076
1.000 125-030
1.618 124-276
2.618 124-156
4.250 123-280
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 125-237 125-235
PP 125-223 125-220
S1 125-210 125-205

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

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