ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 126-135 126-100 -0-035 -0.1% 126-310
High 126-200 126-200 0-000 0.0% 127-080
Low 125-305 126-070 0-085 0.2% 126-060
Close 126-085 126-090 0-005 0.0% 126-115
Range 0-215 0-130 -0-085 -39.5% 1-020
ATR 0-228 0-221 -0-007 -3.1% 0-000
Volume 1,139,895 1,142,588 2,693 0.2% 5,995,505
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-190 127-110 126-162
R3 127-060 126-300 126-126
R2 126-250 126-250 126-114
R1 126-170 126-170 126-102 126-145
PP 126-120 126-120 126-120 126-108
S1 126-040 126-040 126-078 126-015
S2 125-310 125-310 126-066
S3 125-180 125-230 126-054
S4 125-050 125-100 126-018
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 129-252 129-043 126-302
R3 128-232 128-023 126-208
R2 127-212 127-212 126-177
R1 127-003 127-003 126-146 126-258
PP 126-192 126-192 126-192 126-159
S1 125-303 125-303 126-084 125-238
S2 125-172 125-172 126-053
S3 124-152 124-283 126-022
S4 123-132 123-263 125-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-005 125-305 1-020 0.8% 0-185 0.5% 31% False False 1,239,843
10 127-280 125-305 1-295 1.5% 0-183 0.5% 17% False False 1,235,961
20 130-170 125-255 4-235 3.7% 0-263 0.7% 10% False False 1,658,266
40 130-170 123-160 7-010 5.6% 0-211 0.5% 40% False False 1,509,700
60 130-170 123-160 7-010 5.6% 0-192 0.5% 40% False False 1,241,824
80 130-170 123-130 7-040 5.6% 0-182 0.4% 40% False False 933,426
100 130-170 122-210 7-280 6.2% 0-163 0.4% 46% False False 747,005
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-050
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-112
2.618 127-220
1.618 127-090
1.000 127-010
0.618 126-280
HIGH 126-200
0.618 126-150
0.500 126-135
0.382 126-120
LOW 126-070
0.618 125-310
1.000 125-260
1.618 125-180
2.618 125-050
4.250 124-158
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 126-135 126-110
PP 126-120 126-103
S1 126-105 126-097

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

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