ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 126-100 126-105 0-005 0.0% 126-310
High 126-200 126-135 -0-065 -0.2% 127-080
Low 126-070 126-020 -0-050 -0.1% 126-060
Close 126-090 126-090 0-000 0.0% 126-115
Range 0-130 0-115 -0-015 -11.5% 1-020
ATR 0-221 0-213 -0-008 -3.4% 0-000
Volume 1,142,588 956,059 -186,529 -16.3% 5,995,505
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-107 127-053 126-153
R3 126-312 126-258 126-122
R2 126-197 126-197 126-111
R1 126-143 126-143 126-101 126-112
PP 126-082 126-082 126-082 126-066
S1 126-028 126-028 126-079 125-318
S2 125-287 125-287 126-069
S3 125-172 125-233 126-058
S4 125-057 125-118 126-027
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 129-252 129-043 126-302
R3 128-232 128-023 126-208
R2 127-212 127-212 126-177
R1 127-003 127-003 126-146 126-258
PP 126-192 126-192 126-192 126-159
S1 125-303 125-303 126-084 125-238
S2 125-172 125-172 126-053
S3 124-152 124-283 126-022
S4 123-132 123-263 125-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-245 125-305 0-260 0.6% 0-155 0.4% 40% False False 1,199,383
10 127-220 125-305 1-235 1.4% 0-174 0.4% 19% False False 1,200,981
20 130-170 125-305 4-185 3.6% 0-256 0.6% 7% False False 1,591,610
40 130-170 123-160 7-010 5.6% 0-212 0.5% 40% False False 1,502,216
60 130-170 123-160 7-010 5.6% 0-191 0.5% 40% False False 1,257,536
80 130-170 123-130 7-040 5.6% 0-181 0.4% 40% False False 945,373
100 130-170 122-210 7-280 6.2% 0-164 0.4% 46% False False 756,565
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 0-043
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 127-304
2.618 127-116
1.618 127-001
1.000 126-250
0.618 126-206
HIGH 126-135
0.618 126-091
0.500 126-078
0.382 126-064
LOW 126-020
0.618 125-269
1.000 125-225
1.618 125-154
2.618 125-039
4.250 124-171
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 126-086 126-092
PP 126-082 126-092
S1 126-078 126-091

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

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