ECBOT 10 Year T-Note Future December 2014


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 126-020 126-145 0-125 0.3% 124-160
High 126-200 126-285 0-085 0.2% 125-230
Low 125-255 126-110 0-175 0.4% 124-125
Close 126-120 126-140 0-020 0.0% 125-045
Range 0-265 0-175 -0-090 -34.0% 1-105
ATR 0-175 0-175 0-000 0.0% 0-000
Volume 2,289,193 2,289,596 403 0.0% 8,086,429
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 128-063 127-277 126-236
R3 127-208 127-102 126-188
R2 127-033 127-033 126-172
R1 126-247 126-247 126-156 126-212
PP 126-178 126-178 126-178 126-161
S1 126-072 126-072 126-124 126-038
S2 126-003 126-003 126-108
S3 125-148 125-217 126-092
S4 124-293 125-042 126-044
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
5 126-285 124-260 2-025 1.6% 0-205 0.5% 78% True False 1,808,198
10 126-285 124-110 2-175 2.0% 0-194 0.5% 82% True False 1,703,126
20 126-285 123-160 3-125 2.7% 0-170 0.4% 87% True False 1,460,347
40 126-285 123-160 3-125 2.7% 0-158 0.4% 87% True False 1,147,552
60 126-285 123-130 3-155 2.8% 0-158 0.4% 87% True False 768,108
80 126-285 122-210 4-075 3.3% 0-143 0.4% 89% True False 576,423
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 0-033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-069
2.618 128-103
1.618 127-248
1.000 127-140
0.618 127-073
HIGH 126-285
0.618 126-218
0.500 126-198
0.382 126-177
LOW 126-110
0.618 126-002
1.000 125-255
1.618 125-147
2.618 124-292
4.250 124-006
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 126-198 126-107
PP 126-178 126-073
S1 126-159 126-040

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

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