ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 125-160 125-260 0-100 0.2% 126-000
High 125-270 126-020 0-070 0.2% 126-100
Low 125-150 125-150 0-000 0.0% 125-120
Close 125-250 126-000 0-070 0.2% 126-000
Range 0-120 0-190 0-070 58.3% 0-300
ATR 0-175 0-176 0-001 0.6% 0-000
Volume 9,068 20,107 11,039 121.7% 44,069
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-200 127-130 126-104
R3 127-010 126-260 126-052
R2 126-140 126-140 126-035
R1 126-070 126-070 126-017 126-105
PP 125-270 125-270 125-270 125-288
S1 125-200 125-200 125-303 125-235
S2 125-080 125-080 125-285
S3 124-210 125-010 125-268
S4 124-020 124-140 125-216
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-227 128-093 126-165
R3 127-247 127-113 126-082
R2 126-267 126-267 126-055
R1 126-133 126-133 126-028 126-150
PP 125-287 125-287 125-287 125-295
S1 125-153 125-153 125-292 125-170
S2 124-307 124-307 125-265
S3 124-007 124-173 125-238
S4 123-027 123-193 125-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-100 125-120 0-300 0.7% 0-158 0.4% 67% False False 8,813
10 126-100 125-050 1-050 0.9% 0-161 0.4% 73% False False 7,522
20 127-160 125-050 2-110 1.9% 0-162 0.4% 36% False False 4,996
40 129-280 123-060 6-220 5.3% 0-173 0.4% 42% False False 3,037
60 129-280 122-210 7-070 5.7% 0-118 0.3% 46% False False 2,027
80 129-280 122-210 7-070 5.7% 0-088 0.2% 46% False False 1,521
100 129-280 122-110 7-170 6.0% 0-073 0.2% 49% False False 1,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-188
2.618 127-197
1.618 127-007
1.000 126-210
0.618 126-137
HIGH 126-020
0.618 125-267
0.500 125-245
0.382 125-223
LOW 125-150
0.618 125-033
1.000 124-280
1.618 124-163
2.618 123-293
4.250 122-302
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 125-295 125-293
PP 125-270 125-267
S1 125-245 125-240

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

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