ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 24-Oct-2014
Day Change Summary
Previous Current
23-Oct-2014 24-Oct-2014 Change Change % Previous Week
Open 127-000 126-150 -0-170 -0.4% 126-220
High 127-000 126-190 -0-130 -0.3% 127-160
Low 126-050 126-100 0-050 0.1% 126-050
Close 126-100 126-110 0-010 0.0% 126-110
Range 0-270 0-090 -0-180 -66.7% 1-110
ATR 0-218 0-209 -0-009 -4.2% 0-000
Volume 1,496 2,504 1,008 67.4% 10,696
Daily Pivots for day following 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 127-083 127-027 126-160
R3 126-313 126-257 126-135
R2 126-223 126-223 126-126
R1 126-167 126-167 126-118 126-150
PP 126-133 126-133 126-133 126-125
S1 126-077 126-077 126-102 126-060
S2 126-043 126-043 126-094
S3 125-273 125-307 126-085
S4 125-183 125-217 126-060
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 130-223 129-277 127-026
R3 129-113 128-167 126-228
R2 128-003 128-003 126-189
R1 127-057 127-057 126-149 126-295
PP 126-213 126-213 126-213 126-172
S1 125-267 125-267 126-071 125-185
S2 125-103 125-103 126-031
S3 123-313 124-157 125-312
S4 122-203 123-047 125-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-160 126-050 1-110 1.1% 0-192 0.5% 14% False False 2,139
10 129-280 126-000 3-280 3.1% 0-302 0.7% 9% False False 2,191
20 129-280 123-190 6-090 5.0% 0-212 0.5% 44% False False 1,466
40 129-280 122-210 7-070 5.7% 0-120 0.3% 51% False False 810
60 129-280 122-210 7-070 5.7% 0-080 0.2% 51% False False 540
80 129-280 122-110 7-170 6.0% 0-061 0.2% 53% False False 406
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 127-252
2.618 127-106
1.618 127-016
1.000 126-280
0.618 126-246
HIGH 126-190
0.618 126-156
0.500 126-145
0.382 126-134
LOW 126-100
0.618 126-044
1.000 126-010
1.618 125-274
2.618 125-184
4.250 125-038
Fisher Pivots for day following 24-Oct-2014
Pivot 1 day 3 day
R1 126-145 126-195
PP 126-133 126-167
S1 126-122 126-138

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

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