ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 126-220 127-020 0-120 0.3% 126-000
High 127-090 127-160 0-070 0.2% 129-280
Low 126-220 126-240 0-020 0.0% 126-000
Close 127-040 126-310 -0-050 -0.1% 126-300
Range 0-190 0-240 0-050 26.3% 3-280
ATR 0-216 0-218 0-002 0.8% 0-000
Volume 2,091 2,419 328 15.7% 11,215
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 129-103 128-287 127-122
R3 128-183 128-047 127-056
R2 127-263 127-263 127-034
R1 127-127 127-127 127-012 127-075
PP 127-023 127-023 127-023 126-318
S1 126-207 126-207 126-288 126-155
S2 126-103 126-103 126-266
S3 125-183 125-287 126-244
S4 124-263 125-047 126-178
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 139-073 136-307 129-022
R3 135-113 133-027 128-001
R2 131-153 131-153 127-207
R1 129-067 129-067 127-094 130-110
PP 127-193 127-193 127-193 128-055
S1 125-107 125-107 126-186 126-150
S2 123-233 123-233 126-073
S3 119-273 121-147 125-279
S4 115-313 117-187 124-258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-280 126-220 3-060 2.5% 1-114 1.1% 9% False False 2,785
10 129-280 125-000 4-280 3.8% 0-291 0.7% 40% False False 1,980
20 129-280 123-070 6-210 5.2% 0-202 0.5% 56% False False 1,288
40 129-280 122-210 7-070 5.7% 0-107 0.3% 60% False False 656
60 129-280 122-210 7-070 5.7% 0-071 0.2% 60% False False 437
80 129-280 122-110 7-170 5.9% 0-056 0.1% 61% False False 328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-220
2.618 129-148
1.618 128-228
1.000 128-080
0.618 127-308
HIGH 127-160
0.618 127-068
0.500 127-040
0.382 127-012
LOW 126-240
0.618 126-092
1.000 126-000
1.618 125-172
2.618 124-252
4.250 123-180
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 127-040 127-035
PP 127-023 127-020
S1 127-007 127-005

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

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