ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 125-170 125-250 0-080 0.2% 124-080
High 125-310 125-310 0-000 0.0% 125-310
Low 125-150 125-220 0-070 0.2% 124-080
Close 125-200 125-240 0-040 0.1% 125-240
Range 0-160 0-090 -0-070 -43.8% 1-230
ATR 0-120 0-119 -0-001 -0.6% 0-000
Volume 1,717 454 -1,263 -73.6% 4,593
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 126-207 126-153 125-290
R3 126-117 126-063 125-265
R2 126-027 126-027 125-256
R1 125-293 125-293 125-248 125-275
PP 125-257 125-257 125-257 125-248
S1 125-203 125-203 125-232 125-185
S2 125-167 125-167 125-224
S3 125-077 125-113 125-215
S4 124-307 125-023 125-190
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 130-153 129-267 126-222
R3 128-243 128-037 126-071
R2 127-013 127-013 126-021
R1 126-127 126-127 125-290 126-230
PP 125-103 125-103 125-103 125-155
S1 124-217 124-217 125-190 125-000
S2 123-193 123-193 125-139
S3 121-283 122-307 125-089
S4 120-053 121-077 124-258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-310 124-080 1-230 1.4% 0-150 0.4% 87% True False 918
10 125-310 123-190 2-120 1.9% 0-122 0.3% 91% True False 742
20 125-310 122-210 3-100 2.6% 0-086 0.2% 93% True False 522
40 125-310 122-210 3-100 2.6% 0-045 0.1% 93% True False 263
60 125-310 122-210 3-100 2.6% 0-030 0.1% 93% True False 175
80 125-310 122-110 3-200 2.9% 0-025 0.1% 94% True False 132
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-018
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 127-052
2.618 126-226
1.618 126-136
1.000 126-080
0.618 126-046
HIGH 125-310
0.618 125-276
0.500 125-265
0.382 125-254
LOW 125-220
0.618 125-164
1.000 125-130
1.618 125-074
2.618 124-304
4.250 124-158
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 125-265 125-212
PP 125-257 125-183
S1 125-248 125-155

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

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