ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 126-000 125-200 -0-120 -0.3% 125-240
High 126-100 125-200 -0-220 -0.5% 125-310
Low 125-170 125-120 -0-050 -0.1% 125-050
Close 125-180 125-120 -0-060 -0.1% 125-300
Range 0-250 0-080 -0-170 -68.0% 0-260
ATR 0-187 0-179 -0-008 -4.1% 0-000
Volume 9,683 3,827 -5,856 -60.5% 31,159
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 126-067 126-013 125-164
R3 125-307 125-253 125-142
R2 125-227 125-227 125-135
R1 125-173 125-173 125-127 125-160
PP 125-147 125-147 125-147 125-140
S1 125-093 125-093 125-113 125-080
S2 125-067 125-067 125-105
S3 124-307 125-013 125-098
S4 124-227 124-253 125-076
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% 0-168 0.4% 19% False False 7,342
10 126-100 125-050 1-050 0.9% 0-159 0.4% 19% False False 5,687
20 129-280 125-050 4-230 3.8% 0-226 0.6% 5% False False 3,939
40 129-280 122-210 7-070 5.8% 0-164 0.4% 38% False False 2,274
60 129-280 122-210 7-070 5.8% 0-110 0.3% 38% False False 1,518
80 129-280 122-210 7-070 5.8% 0-083 0.2% 38% False False 1,139
100 129-280 122-110 7-170 6.0% 0-068 0.2% 40% False False 911
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-033
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126-220
2.618 126-089
1.618 126-009
1.000 125-280
0.618 125-249
HIGH 125-200
0.618 125-169
0.500 125-160
0.382 125-151
LOW 125-120
0.618 125-071
1.000 125-040
1.618 124-311
2.618 124-231
4.250 124-100
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 125-160 125-235
PP 125-147 125-197
S1 125-133 125-158

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

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