ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 125-310 125-260 -0-050 -0.1% 126-000
High 126-110 126-020 -0-090 -0.2% 126-100
Low 125-240 125-250 0-010 0.0% 125-120
Close 125-250 125-310 0-060 0.1% 126-000
Range 0-190 0-090 -0-100 -52.6% 0-300
ATR 0-177 0-170 -0-006 -3.5% 0-000
Volume 25,596 34,400 8,804 34.4% 44,069
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 126-250 126-210 126-040
R3 126-160 126-120 126-015
R2 126-070 126-070 126-006
R1 126-030 126-030 125-318 126-050
PP 125-300 125-300 125-300 125-310
S1 125-260 125-260 125-302 125-280
S2 125-210 125-210 125-294
S3 125-120 125-170 125-285
S4 125-030 125-080 125-260
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-227 128-093 126-165
R3 127-247 127-113 126-082
R2 126-267 126-267 126-055
R1 126-133 126-133 126-028 126-150
PP 125-287 125-287 125-287 125-295
S1 125-153 125-153 125-292 125-170
S2 124-307 124-307 125-265
S3 124-007 124-173 125-238
S4 123-027 123-193 125-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-110 125-140 0-290 0.7% 0-148 0.4% 59% False False 18,111
10 126-110 125-050 1-060 0.9% 0-158 0.4% 68% False False 12,726
20 127-020 125-050 1-290 1.5% 0-154 0.4% 43% False False 7,770
40 129-280 123-070 6-210 5.3% 0-178 0.4% 41% False False 4,529
60 129-280 122-210 7-070 5.7% 0-122 0.3% 46% False False 3,027
80 129-280 122-210 7-070 5.7% 0-092 0.2% 46% False False 2,270
100 129-280 122-110 7-170 6.0% 0-076 0.2% 48% False False 1,817
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-082
2.618 126-256
1.618 126-166
1.000 126-110
0.618 126-076
HIGH 126-020
0.618 125-306
0.500 125-295
0.382 125-284
LOW 125-250
0.618 125-194
1.000 125-160
1.618 125-104
2.618 125-014
4.250 124-188
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 125-305 125-303
PP 125-300 125-297
S1 125-295 125-290

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

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