ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 125-260 125-310 0-050 0.1% 126-000
High 126-020 126-000 -0-020 0.0% 126-100
Low 125-250 125-170 -0-080 -0.2% 125-120
Close 125-310 125-220 -0-090 -0.2% 126-000
Range 0-090 0-150 0-060 66.7% 0-300
ATR 0-170 0-169 -0-001 -0.9% 0-000
Volume 34,400 32,199 -2,201 -6.4% 44,069
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-047 126-283 125-302
R3 126-217 126-133 125-261
R2 126-067 126-067 125-248
R1 125-303 125-303 125-234 125-270
PP 125-237 125-237 125-237 125-220
S1 125-153 125-153 125-206 125-120
S2 125-087 125-087 125-192
S3 124-257 125-003 125-179
S4 124-107 124-173 125-138
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
5 126-110 125-150 0-280 0.7% 0-148 0.4% 25% False False 24,274
10 126-110 125-050 1-060 0.9% 0-162 0.4% 45% False False 15,424
20 127-000 125-050 1-270 1.5% 0-153 0.4% 29% False False 9,271
40 129-280 123-110 6-170 5.2% 0-180 0.4% 36% False False 5,333
60 129-280 122-210 7-070 5.7% 0-125 0.3% 42% False False 3,564
80 129-280 122-210 7-070 5.7% 0-094 0.2% 42% False False 2,673
100 129-280 122-110 7-170 6.0% 0-077 0.2% 44% False False 2,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-318
2.618 127-073
1.618 126-243
1.000 126-150
0.618 126-093
HIGH 126-000
0.618 125-263
0.500 125-245
0.382 125-227
LOW 125-170
0.618 125-077
1.000 125-020
1.618 124-247
2.618 124-097
4.250 123-172
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 125-245 125-300
PP 125-237 125-273
S1 125-228 125-247

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

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