ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 123-190 123-300 0-110 0.3% 123-060
High 123-190 124-200 1-010 0.8% 123-270
Low 123-190 123-300 0-110 0.3% 123-060
Close 123-190 124-170 0-300 0.8% 123-120
Range 0-000 0-220 0-220 0-210
ATR 0-082 0-100 0-018 21.6% 0-000
Volume 2 143 141 7,050.0% 2,934
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 126-137 126-053 124-291
R3 125-237 125-153 124-230
R2 125-017 125-017 124-210
R1 124-253 124-253 124-190 124-295
PP 124-117 124-117 124-117 124-138
S1 124-033 124-033 124-150 124-075
S2 123-217 123-217 124-130
S3 122-317 123-133 124-110
S4 122-097 122-233 124-049
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
5 124-200 123-110 1-090 1.0% 0-094 0.2% 93% True False 592
10 124-200 122-210 1-310 1.6% 0-072 0.2% 95% True False 330
20 124-200 122-210 1-310 1.6% 0-038 0.1% 95% True False 173
40 124-310 122-210 2-100 1.9% 0-020 0.0% 81% False False 87
60 124-310 122-210 2-100 1.9% 0-015 0.0% 81% False False 58
80 124-310 122-110 2-200 2.1% 0-013 0.0% 83% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 127-175
2.618 126-136
1.618 125-236
1.000 125-100
0.618 125-016
HIGH 124-200
0.618 124-116
0.500 124-090
0.382 124-064
LOW 123-300
0.618 123-164
1.000 123-080
1.618 122-264
2.618 122-044
4.250 121-005
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 124-143 124-125
PP 124-117 124-080
S1 124-090 124-035

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

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