ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 126-000 126-240 0-240 0.6% 124-080
High 126-200 126-280 0-080 0.2% 125-310
Low 126-000 126-160 0-160 0.4% 124-080
Close 126-120 126-230 0-110 0.3% 125-240
Range 0-200 0-120 -0-080 -40.0% 1-230
ATR 0-131 0-133 0-002 1.6% 0-000
Volume 1,627 173 -1,454 -89.4% 4,593
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 127-263 127-207 126-296
R3 127-143 127-087 126-263
R2 127-023 127-023 126-252
R1 126-287 126-287 126-241 126-255
PP 126-223 126-223 126-223 126-208
S1 126-167 126-167 126-219 126-135
S2 126-103 126-103 126-208
S3 125-303 126-047 126-197
S4 125-183 125-247 126-164
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
5 126-280 125-000 1-280 1.5% 0-148 0.4% 92% True False 1,175
10 126-280 123-280 3-000 2.4% 0-154 0.4% 95% True False 899
20 126-280 122-210 4-070 3.3% 0-102 0.3% 96% True False 609
40 126-280 122-210 4-070 3.3% 0-053 0.1% 96% True False 308
60 126-280 122-210 4-070 3.3% 0-035 0.1% 96% True False 205
80 126-280 122-110 4-170 3.6% 0-029 0.1% 97% True False 154
Crabel Price Patterns
NR True
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-150
2.618 127-274
1.618 127-154
1.000 127-080
0.618 127-034
HIGH 126-280
0.618 126-234
0.500 126-220
0.382 126-206
LOW 126-160
0.618 126-086
1.000 126-040
1.618 125-286
2.618 125-166
4.250 124-290
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 126-227 126-183
PP 126-223 126-137
S1 126-220 126-090

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

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