ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 125-080 126-000 0-240 0.6% 125-240
High 125-310 126-100 0-110 0.3% 125-310
Low 125-050 125-170 0-120 0.3% 125-050
Close 125-300 125-180 -0-120 -0.3% 125-300
Range 0-260 0-250 -0-010 -3.8% 0-260
ATR 0-182 0-187 0-005 2.7% 0-000
Volume 12,465 9,683 -2,782 -22.3% 31,159
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-047 127-203 125-318
R3 127-117 126-273 125-249
R2 126-187 126-187 125-226
R1 126-023 126-023 125-203 125-300
PP 125-257 125-257 125-257 125-235
S1 125-093 125-093 125-157 125-050
S2 125-007 125-007 125-134
S3 124-077 124-163 125-111
S4 123-147 123-233 125-042
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-040 127-270 126-123
R3 127-100 127-010 126-052
R2 126-160 126-160 126-028
R1 126-070 126-070 126-004 126-115
PP 125-220 125-220 125-220 125-242
S1 125-130 125-130 125-276 125-175
S2 124-280 124-280 125-252
S3 124-020 124-190 125-228
S4 123-080 123-250 125-157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-100 125-050 1-050 0.9% 0-174 0.4% 35% True False 7,309
10 126-150 125-050 1-100 1.0% 0-163 0.4% 31% False False 5,386
20 129-280 125-050 4-230 3.8% 0-228 0.6% 9% False False 3,756
40 129-280 122-210 7-070 5.7% 0-162 0.4% 40% False False 2,179
60 129-280 122-210 7-070 5.7% 0-109 0.3% 40% False False 1,454
80 129-280 122-210 7-070 5.7% 0-082 0.2% 40% False False 1,091
100 129-280 122-110 7-170 6.0% 0-068 0.2% 43% False False 873
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 True
Stretch 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-202
2.618 128-114
1.618 127-184
1.000 127-030
0.618 126-254
HIGH 126-100
0.618 126-004
0.500 125-295
0.382 125-266
LOW 125-170
0.618 125-016
1.000 124-240
1.618 124-086
2.618 123-156
4.250 122-068
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 125-295 125-235
PP 125-257 125-217
S1 125-218 125-198

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

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