ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 123-130 123-270 0-140 0.4% 123-060
High 123-220 123-270 0-050 0.1% 123-270
Low 123-130 123-110 -0-020 -0.1% 123-060
Close 123-220 123-120 -0-100 -0.3% 123-120
Range 0-090 0-160 0-070 77.8% 0-210
ATR 0-077 0-083 0-006 7.6% 0-000
Volume 1,543 1,048 -495 -32.1% 2,934
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 125-007 124-223 123-208
R3 124-167 124-063 123-164
R2 124-007 124-007 123-149
R1 123-223 123-223 123-135 123-195
PP 123-167 123-167 123-167 123-152
S1 123-063 123-063 123-105 123-035
S2 123-007 123-007 123-091
S3 122-167 122-223 123-076
S4 122-007 122-063 123-032
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 125-140 125-020 123-236
R3 124-250 124-130 123-178
R2 124-040 124-040 123-158
R1 123-240 123-240 123-139 123-300
PP 123-150 123-150 123-150 123-180
S1 123-030 123-030 123-101 123-090
S2 122-260 122-260 123-082
S3 122-050 122-140 123-062
S4 121-160 121-250 123-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-270 123-060 0-210 0.5% 0-082 0.2% 29% True False 586
10 123-270 122-210 1-060 1.0% 0-050 0.1% 61% True False 302
20 124-250 122-210 2-040 1.7% 0-028 0.1% 34% False False 154
40 124-310 122-210 2-100 1.9% 0-014 0.0% 31% False False 77
60 124-310 122-110 2-200 2.1% 0-011 0.0% 39% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 125-310
2.618 125-049
1.618 124-209
1.000 124-110
0.618 124-049
HIGH 123-270
0.618 123-209
0.500 123-190
0.382 123-171
LOW 123-110
0.618 123-011
1.000 122-270
1.618 122-171
2.618 122-011
4.250 121-070
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 123-190 123-170
PP 123-167 123-153
S1 123-143 123-137

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

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