ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 125-200 125-140 -0-060 -0.1% 125-240
High 125-200 125-290 0-090 0.2% 125-310
Low 125-120 125-140 0-020 0.0% 125-050
Close 125-120 125-200 0-080 0.2% 125-300
Range 0-080 0-150 0-070 87.5% 0-260
ATR 0-179 0-179 -0-001 -0.4% 0-000
Volume 3,827 1,384 -2,443 -63.8% 31,159
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-020 126-260 125-282
R3 126-190 126-110 125-241
R2 126-040 126-040 125-228
R1 125-280 125-280 125-214 126-000
PP 125-210 125-210 125-210 125-230
S1 125-130 125-130 125-186 125-170
S2 125-060 125-060 125-172
S3 124-230 124-300 125-159
S4 124-080 124-150 125-118
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% 0-176 0.4% 41% False False 6,575
10 126-100 125-050 1-050 0.9% 0-150 0.4% 41% False False 5,487
20 128-200 125-050 3-150 2.8% 0-182 0.5% 14% False False 3,899
40 129-280 122-210 7-070 5.7% 0-168 0.4% 41% False False 2,308
60 129-280 122-210 7-070 5.7% 0-113 0.3% 41% False False 1,541
80 129-280 122-210 7-070 5.7% 0-085 0.2% 41% False False 1,156
100 129-280 122-110 7-170 6.0% 0-070 0.2% 44% False False 925
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 0-031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-288
2.618 127-043
1.618 126-213
1.000 126-120
0.618 126-063
HIGH 125-290
0.618 125-233
0.500 125-215
0.382 125-197
LOW 125-140
0.618 125-047
1.000 124-310
1.618 124-217
2.618 124-067
4.250 123-142
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 125-215 125-270
PP 125-210 125-247
S1 125-205 125-223

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

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