ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 125-125 125-060 -0-065 -0.2% 124-160
High 125-130 125-185 0-055 0.1% 125-230
Low 124-260 125-035 0-095 0.2% 124-125
Close 125-045 125-130 0-085 0.2% 125-045
Range 0-190 0-150 -0-040 -21.1% 1-105
ATR 0-163 0-162 -0-001 -0.6% 0-000
Volume 1,779,714 1,113,674 -666,040 -37.4% 8,086,429
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 126-247 126-178 125-212
R3 126-097 126-028 125-171
R2 125-267 125-267 125-158
R1 125-198 125-198 125-144 125-232
PP 125-117 125-117 125-117 125-134
S1 125-048 125-048 125-116 125-082
S2 124-287 124-287 125-102
S3 124-137 124-218 125-089
S4 123-307 124-068 125-048
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 129-022 128-138 125-279
R3 127-237 127-033 125-162
R2 126-132 126-132 125-123
R1 125-248 125-248 125-084 126-030
PP 125-027 125-027 125-027 125-078
S1 124-143 124-143 125-006 124-245
S2 123-242 123-242 124-287
S3 122-137 123-038 124-248
S4 121-032 121-253 124-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-230 124-160 1-070 1.0% 0-182 0.5% 74% False False 1,608,475
10 125-230 124-080 1-150 1.2% 0-166 0.4% 79% False False 1,427,863
20 125-230 123-160 2-070 1.8% 0-153 0.4% 86% False False 1,346,347
40 126-120 123-160 2-280 2.3% 0-152 0.4% 66% False False 995,142
60 126-120 123-130 2-310 2.4% 0-151 0.4% 67% False False 665,667
80 126-120 122-210 3-230 3.0% 0-136 0.3% 74% False False 499,579
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-182
2.618 126-258
1.618 126-108
1.000 126-015
0.618 125-278
HIGH 125-185
0.618 125-128
0.500 125-110
0.382 125-092
LOW 125-035
0.618 124-262
1.000 124-205
1.618 124-112
2.618 123-282
4.250 123-038
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 125-123 125-115
PP 125-117 125-100
S1 125-110 125-085

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

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