ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 126-310 127-030 0-040 0.1% 127-200
High 127-080 127-070 -0-010 0.0% 128-085
Low 126-255 126-260 0-005 0.0% 126-260
Close 127-045 126-305 -0-060 -0.1% 127-010
Range 0-145 0-130 -0-015 -10.3% 1-145
ATR 0-247 0-238 -0-008 -3.4% 0-000
Volume 908,123 1,170,647 262,524 28.9% 6,973,824
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 128-068 127-317 127-056
R3 127-258 127-187 127-021
R2 127-128 127-128 127-009
R1 127-057 127-057 126-317 127-028
PP 126-318 126-318 126-318 126-304
S1 126-247 126-247 126-293 126-218
S2 126-188 126-188 126-281
S3 126-058 126-117 126-269
S4 125-248 125-307 126-234
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 131-233 130-267 127-266
R3 130-088 129-122 127-138
R2 128-263 128-263 127-095
R1 127-297 127-297 127-053 127-208
PP 127-118 127-118 127-118 127-074
S1 126-152 126-152 126-287 126-062
S2 125-293 125-293 126-245
S3 124-148 125-007 126-202
S4 123-003 123-182 126-074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-280 126-255 1-025 0.8% 0-181 0.4% 14% False False 1,232,079
10 130-170 126-255 3-235 2.9% 1-006 0.8% 4% False False 1,831,689
20 130-170 124-220 5-270 4.6% 0-269 0.7% 39% False False 1,758,108
40 130-170 123-160 7-010 5.5% 0-212 0.5% 49% False False 1,532,003
60 130-170 123-160 7-010 5.5% 0-190 0.5% 49% False False 1,139,795
80 130-170 123-130 7-040 5.6% 0-177 0.4% 50% False False 856,024
100 130-170 122-210 7-280 6.2% 0-156 0.4% 55% False False 685,013
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-076
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 128-302
2.618 128-090
1.618 127-280
1.000 127-200
0.618 127-150
HIGH 127-070
0.618 127-020
0.500 127-005
0.382 126-310
LOW 126-260
0.618 126-180
1.000 126-130
1.618 126-050
2.618 125-240
4.250 125-028
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 127-005 127-040
PP 126-318 127-022
S1 126-312 127-003

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

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