ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 125-050 125-170 0-120 0.3% 123-230
High 125-170 125-310 0-140 0.3% 124-210
Low 125-000 125-150 0-150 0.4% 123-190
Close 125-170 125-200 0-030 0.1% 124-070
Range 0-170 0-160 -0-010 -5.9% 1-020
ATR 0-117 0-120 0-003 2.6% 0-000
Volume 1,904 1,717 -187 -9.8% 2,831
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 127-060 126-290 125-288
R3 126-220 126-130 125-244
R2 126-060 126-060 125-229
R1 125-290 125-290 125-215 126-015
PP 125-220 125-220 125-220 125-242
S1 125-130 125-130 125-185 125-175
S2 125-060 125-060 125-171
S3 124-220 124-290 125-156
S4 124-060 124-130 125-112
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 127-110 126-270 124-257
R3 126-090 125-250 124-164
R2 125-070 125-070 124-132
R1 124-230 124-230 124-101 124-310
PP 124-050 124-050 124-050 124-090
S1 123-210 123-210 124-039 123-290
S2 123-030 123-030 124-008
S3 122-010 122-190 123-296
S4 120-310 121-170 123-203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-310 123-280 2-030 1.7% 0-162 0.4% 84% True False 953
10 125-310 123-110 2-200 2.1% 0-129 0.3% 87% True False 801
20 125-310 122-210 3-100 2.6% 0-082 0.2% 90% True False 501
40 125-310 122-210 3-100 2.6% 0-042 0.1% 90% True False 251
60 125-310 122-210 3-100 2.6% 0-028 0.1% 90% True False 168
80 125-310 122-110 3-200 2.9% 0-024 0.1% 91% True False 126
Crabel Price Patterns
NR True
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 False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-030
2.618 127-089
1.618 126-249
1.000 126-150
0.618 126-089
HIGH 125-310
0.618 125-249
0.500 125-230
0.382 125-211
LOW 125-150
0.618 125-051
1.000 124-310
1.618 124-211
2.618 124-051
4.250 123-110
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 125-230 125-157
PP 125-220 125-113
S1 125-210 125-070

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

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