ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 124-270 124-255 -0-015 0.0% 124-010
High 124-275 125-210 0-255 0.6% 124-295
Low 124-160 124-220 0-060 0.2% 124-010
Close 124-205 125-165 0-280 0.7% 124-140
Range 0-115 0-310 0-195 169.6% 0-285
ATR 0-150 0-163 0-012 8.3% 0-000
Volume 1,415,141 1,962,214 547,073 38.7% 6,098,550
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 128-062 127-263 126-016
R3 127-072 126-273 125-250
R2 126-082 126-082 125-222
R1 125-283 125-283 125-193 126-022
PP 125-092 125-092 125-092 125-121
S1 124-293 124-293 125-137 125-032
S2 124-102 124-102 125-108
S3 123-112 123-303 125-080
S4 122-122 122-313 124-314
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 127-043 126-217 124-297
R3 126-078 125-252 124-218
R2 125-113 125-113 124-192
R1 124-287 124-287 124-166 125-040
PP 124-148 124-148 124-148 124-185
S1 124-002 124-002 124-114 124-075
S2 123-183 123-183 124-088
S3 122-218 123-037 124-062
S4 121-253 122-072 123-303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-210 124-085 1-125 1.1% 0-190 0.5% 90% True False 1,528,709
10 125-210 123-160 2-050 1.7% 0-160 0.4% 93% True False 1,312,407
20 125-215 123-160 2-055 1.7% 0-161 0.4% 93% False False 1,336,347
40 126-120 123-160 2-280 2.3% 0-154 0.4% 70% False False 879,513
60 126-120 123-130 2-310 2.4% 0-149 0.4% 71% False False 588,005
80 126-120 122-210 3-230 3.0% 0-131 0.3% 77% False False 441,267
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 129-248
2.618 128-062
1.618 127-072
1.000 126-200
0.618 126-082
HIGH 125-210
0.618 125-092
0.500 125-055
0.382 125-018
LOW 124-220
0.618 124-028
1.000 123-230
1.618 123-038
2.618 122-048
4.250 120-182
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 125-128 125-112
PP 125-092 125-060
S1 125-055 125-008

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

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