ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 125-210 125-260 0-050 0.1% 125-310
High 126-040 126-010 -0-030 -0.1% 126-110
Low 125-210 125-220 0-010 0.0% 125-170
Close 125-280 126-000 0-040 0.1% 126-000
Range 0-150 0-110 -0-040 -26.7% 0-260
ATR 0-168 0-164 -0-004 -2.5% 0-000
Volume 70,596 244,662 174,066 246.6% 407,453
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 126-300 126-260 126-060
R3 126-190 126-150 126-030
R2 126-080 126-080 126-020
R1 126-040 126-040 126-010 126-060
PP 125-290 125-290 125-290 125-300
S1 125-250 125-250 125-310 125-270
S2 125-180 125-180 125-300
S3 125-070 125-140 125-290
S4 124-280 125-030 125-260
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-127 128-003 126-143
R3 127-187 127-063 126-072
R2 126-247 126-247 126-048
R1 126-123 126-123 126-024 126-185
PP 125-307 125-307 125-307 126-018
S1 125-183 125-183 125-296 125-245
S2 125-047 125-047 125-272
S3 124-107 124-243 125-248
S4 123-167 123-303 125-177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-110 125-170 0-260 0.6% 0-138 0.3% 58% False False 81,490
10 126-110 125-120 0-310 0.8% 0-148 0.4% 65% False False 45,152
20 126-180 125-050 1-130 1.1% 0-148 0.4% 60% False False 24,834
40 129-280 123-190 6-090 5.0% 0-180 0.4% 38% False False 13,150
60 129-280 122-210 7-070 5.7% 0-129 0.3% 46% False False 8,818
80 129-280 122-210 7-070 5.7% 0-097 0.2% 46% False False 6,614
100 129-280 122-110 7-170 6.0% 0-079 0.2% 49% False False 5,291
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-158
2.618 126-298
1.618 126-188
1.000 126-120
0.618 126-078
HIGH 126-010
0.618 125-288
0.500 125-275
0.382 125-262
LOW 125-220
0.618 125-152
1.000 125-110
1.618 125-042
2.618 124-252
4.250 124-072
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 125-305 125-302
PP 125-290 125-283
S1 125-275 125-265

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

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