ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 126-165 126-245 0-080 0.2% 125-060
High 126-250 127-125 0-195 0.5% 126-285
Low 126-070 126-225 0-155 0.4% 125-035
Close 126-175 127-050 0-195 0.5% 126-175
Range 0-180 0-220 0-040 22.2% 1-250
ATR 0-176 0-182 0-007 3.8% 0-000
Volume 1,401,431 516,671 -884,760 -63.1% 8,662,710
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 129-047 128-268 127-171
R3 128-147 128-048 127-110
R2 127-247 127-247 127-090
R1 127-148 127-148 127-070 127-198
PP 127-027 127-027 127-027 127-051
S1 126-248 126-248 127-030 126-298
S2 126-127 126-127 127-010
S3 125-227 126-028 126-310
S4 125-007 125-128 126-249
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 131-168 130-262 127-168
R3 129-238 129-012 127-012
R2 127-308 127-308 126-280
R1 127-082 127-082 126-227 127-195
PP 126-058 126-058 126-058 126-115
S1 125-152 125-152 126-123 125-265
S2 124-128 124-128 126-070
S3 122-198 123-222 126-018
S4 120-268 121-292 125-182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-125 125-115 2-010 1.6% 0-217 0.5% 88% True False 1,613,141
10 127-125 124-160 2-285 2.3% 0-200 0.5% 92% True False 1,610,808
20 127-125 123-160 3-285 3.1% 0-177 0.4% 94% True False 1,432,666
40 127-125 123-160 3-285 3.1% 0-158 0.4% 94% True False 1,194,231
60 127-125 123-130 3-315 3.1% 0-159 0.4% 94% True False 800,034
80 127-125 122-300 4-145 3.5% 0-144 0.4% 95% True False 600,398
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 False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-100
2.618 129-061
1.618 128-161
1.000 128-025
0.618 127-261
HIGH 127-125
0.618 127-041
0.500 127-015
0.382 126-309
LOW 126-225
0.618 126-089
1.000 126-005
1.618 125-189
2.618 124-289
4.250 123-250
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 127-038 127-012
PP 127-027 126-295
S1 127-015 126-258

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

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