ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 125-260 126-000 0-060 0.1% 125-310
High 126-010 126-060 0-050 0.1% 126-110
Low 125-220 125-260 0-040 0.1% 125-170
Close 126-000 126-030 0-030 0.1% 126-000
Range 0-110 0-120 0-010 9.1% 0-260
ATR 0-164 0-160 -0-003 -1.9% 0-000
Volume 244,662 320,767 76,105 31.1% 407,453
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-050 127-000 126-096
R3 126-250 126-200 126-063
R2 126-130 126-130 126-052
R1 126-080 126-080 126-041 126-105
PP 126-010 126-010 126-010 126-022
S1 125-280 125-280 126-019 125-305
S2 125-210 125-210 126-008
S3 125-090 125-160 125-317
S4 124-290 125-040 125-284
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-127 128-003 126-143
R3 127-187 127-063 126-072
R2 126-247 126-247 126-048
R1 126-123 126-123 126-024 126-185
PP 125-307 125-307 125-307 126-018
S1 125-183 125-183 125-296 125-245
S2 125-047 125-047 125-272
S3 124-107 124-243 125-248
S4 123-167 123-303 125-177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-060 125-170 0-210 0.5% 0-124 0.3% 86% True False 140,524
10 126-110 125-120 0-310 0.8% 0-135 0.3% 74% False False 76,260
20 126-150 125-050 1-100 1.0% 0-149 0.4% 71% False False 40,823
40 129-280 123-190 6-090 5.0% 0-183 0.5% 40% False False 21,163
60 129-280 122-210 7-070 5.7% 0-131 0.3% 48% False False 14,164
80 129-280 122-210 7-070 5.7% 0-099 0.2% 48% False False 10,623
100 129-280 122-170 7-110 5.8% 0-080 0.2% 49% False False 8,499
120 129-280 122-110 7-170 6.0% 0-068 0.2% 50% False False 7,083
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 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-250
2.618 127-054
1.618 126-254
1.000 126-180
0.618 126-134
HIGH 126-060
0.618 126-014
0.500 126-000
0.382 125-306
LOW 125-260
0.618 125-186
1.000 125-140
1.618 125-066
2.618 124-266
4.250 124-070
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 126-020 126-012
PP 126-010 125-313
S1 126-000 125-295

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.