ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 127-170 127-175 0-005 0.0% 126-245
High 127-280 127-220 -0-060 -0.1% 130-170
Low 127-075 126-260 -0-135 -0.3% 126-225
Close 127-135 127-005 -0-130 -0.3% 127-205
Range 0-205 0-280 0-075 36.6% 3-265
ATR 0-262 0-263 0-001 0.5% 0-000
Volume 1,305,863 1,420,646 114,783 8.8% 11,933,305
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 129-255 129-090 127-159
R3 128-295 128-130 127-082
R2 128-015 128-015 127-056
R1 127-170 127-170 127-031 127-112
PP 127-055 127-055 127-055 127-026
S1 126-210 126-210 126-299 126-152
S2 126-095 126-095 126-274
S3 125-135 125-250 126-248
S4 124-175 124-290 126-171
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 139-248 137-172 129-239
R3 135-303 133-227 128-222
R2 132-038 132-038 128-110
R1 129-282 129-282 127-317 131-000
PP 128-093 128-093 128-093 128-272
S1 126-017 126-017 127-093 127-055
S2 124-148 124-148 126-300
S3 120-203 122-072 126-188
S4 116-258 118-127 125-171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-105 126-260 1-165 1.2% 0-244 0.6% 13% False True 1,517,243
10 130-170 126-070 4-100 3.4% 1-028 0.9% 18% False False 1,895,344
20 130-170 124-110 6-060 4.9% 0-271 0.7% 43% False False 1,799,235
40 130-170 123-160 7-010 5.5% 0-210 0.5% 50% False False 1,538,840
60 130-170 123-130 7-040 5.6% 0-192 0.5% 51% False False 1,083,280
80 130-170 122-300 7-190 6.0% 0-177 0.4% 54% False False 813,238
100 130-170 122-210 7-280 6.2% 0-151 0.4% 55% False False 650,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-086
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131-130
2.618 129-313
1.618 129-033
1.000 128-180
0.618 128-073
HIGH 127-220
0.618 127-113
0.500 127-080
0.382 127-047
LOW 126-260
0.618 126-087
1.000 125-300
1.618 125-127
2.618 124-167
4.250 123-030
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 127-080 127-172
PP 127-055 127-117
S1 127-030 127-061

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

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