ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 123-090 123-140 0-050 0.1% 123-030
High 123-160 123-140 -0-020 -0.1% 123-050
Low 123-090 123-070 -0-020 -0.1% 122-210
Close 123-150 123-070 -0-080 -0.2% 122-300
Range 0-070 0-070 0-000 0.0% 0-160
ATR 0-071 0-072 0-001 0.9% 0-000
Volume 205 33 -172 -83.9% 92
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 123-303 123-257 123-108
R3 123-233 123-187 123-089
R2 123-163 123-163 123-083
R1 123-117 123-117 123-076 123-105
PP 123-093 123-093 123-093 123-088
S1 123-047 123-047 123-064 123-035
S2 123-023 123-023 123-057
S3 122-273 122-297 123-051
S4 122-203 122-227 123-032
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 124-133 124-057 123-068
R3 123-293 123-217 123-024
R2 123-133 123-133 123-009
R1 123-057 123-057 122-315 123-015
PP 122-293 122-293 122-293 122-272
S1 122-217 122-217 122-285 122-175
S2 122-133 122-133 122-271
S3 121-293 122-057 122-256
S4 121-133 121-217 122-212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-160 122-210 0-270 0.7% 0-050 0.1% 67% False False 69
10 123-160 122-210 0-270 0.7% 0-025 0.1% 67% False False 49
20 124-270 122-210 2-060 1.8% 0-016 0.0% 26% False False 25
40 124-310 122-210 2-100 1.9% 0-008 0.0% 24% False False 13
60 124-310 122-110 2-200 2.1% 0-009 0.0% 33% False False 9
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 124-118
2.618 124-003
1.618 123-253
1.000 123-210
0.618 123-183
HIGH 123-140
0.618 123-113
0.500 123-105
0.382 123-097
LOW 123-070
0.618 123-027
1.000 123-000
1.618 122-277
2.618 122-207
4.250 122-092
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 123-105 123-110
PP 123-093 123-097
S1 123-082 123-083

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

View Archives - Comment on this page... - Back to Index of Symbols