ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 125-310 125-210 -0-100 -0.2% 126-000
High 126-000 126-040 0-040 0.1% 126-100
Low 125-170 125-210 0-040 0.1% 125-120
Close 125-220 125-280 0-060 0.1% 126-000
Range 0-150 0-150 0-000 0.0% 0-300
ATR 0-169 0-168 -0-001 -0.8% 0-000
Volume 32,199 70,596 38,397 119.2% 44,069
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-093 127-017 126-042
R3 126-263 126-187 126-001
R2 126-113 126-113 125-308
R1 126-037 126-037 125-294 126-075
PP 125-283 125-283 125-283 125-302
S1 125-207 125-207 125-266 125-245
S2 125-133 125-133 125-252
S3 124-303 125-057 125-239
S4 124-153 124-227 125-198
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% 0-154 0.4% 46% False False 36,579
10 126-110 125-050 1-060 0.9% 0-163 0.4% 61% False False 21,932
20 126-190 125-050 1-140 1.1% 0-147 0.4% 50% False False 12,726
40 129-280 123-110 6-170 5.2% 0-181 0.4% 39% False False 7,060
60 129-280 122-210 7-070 5.7% 0-128 0.3% 45% False False 4,740
80 129-280 122-210 7-070 5.7% 0-096 0.2% 45% False False 3,555
100 129-280 122-110 7-170 6.0% 0-079 0.2% 47% False False 2,845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0-031
Fibonacci Retracements and Extensions
4.250 128-038
2.618 127-113
1.618 126-283
1.000 126-190
0.618 126-133
HIGH 126-040
0.618 125-303
0.500 125-285
0.382 125-267
LOW 125-210
0.618 125-117
1.000 125-060
1.618 124-287
2.618 124-137
4.250 123-212
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 125-285 125-275
PP 125-283 125-270
S1 125-282 125-265

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

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