ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 126-240 126-230 -0-010 0.0% 124-080
High 126-280 129-280 3-000 2.4% 125-310
Low 126-160 126-220 0-060 0.1% 124-080
Close 126-230 127-280 1-050 0.9% 125-240
Range 0-120 3-060 2-260 750.0% 1-230
ATR 0-133 0-196 0-063 47.7% 0-000
Volume 173 2,173 2,000 1,156.1% 4,593
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 137-227 135-313 129-201
R3 134-167 132-253 128-240
R2 131-107 131-107 128-147
R1 129-193 129-193 128-054 130-150
PP 128-047 128-047 128-047 128-185
S1 126-133 126-133 127-186 127-090
S2 124-307 124-307 127-093
S3 121-247 123-073 127-000
S4 118-187 120-013 126-039
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
5 129-280 125-150 4-130 3.4% 0-318 0.8% 55% True False 1,228
10 129-280 123-280 6-000 4.7% 0-234 0.6% 67% True False 1,102
20 129-280 122-210 7-070 5.6% 0-153 0.4% 72% True False 716
40 129-280 122-210 7-070 5.6% 0-078 0.2% 72% True False 362
60 129-280 122-210 7-070 5.6% 0-052 0.1% 72% True False 241
80 129-280 122-110 7-170 5.9% 0-042 0.1% 73% True False 182
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 0-023
Widest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 143-135
2.618 138-070
1.618 135-010
1.000 133-020
0.618 131-270
HIGH 129-280
0.618 128-210
0.500 128-090
0.382 127-290
LOW 126-220
0.618 124-230
1.000 123-160
1.618 121-170
2.618 118-110
4.250 113-045
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 128-090 127-300
PP 128-047 127-293
S1 128-003 127-287

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

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