ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 06-Nov-2014
Day Change Summary
Previous Current
05-Nov-2014 06-Nov-2014 Change Change % Previous Week
Open 126-105 126-105 0-000 0.0% 126-310
High 126-135 126-150 0-015 0.0% 127-080
Low 126-020 125-290 -0-050 -0.1% 126-060
Close 126-090 126-020 -0-070 -0.2% 126-115
Range 0-115 0-180 0-065 56.5% 1-020
ATR 0-213 0-211 -0-002 -1.1% 0-000
Volume 956,059 1,163,268 207,209 21.7% 5,995,505
Daily Pivots for day following 06-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-267 127-163 126-119
R3 127-087 126-303 126-070
R2 126-227 126-227 126-053
R1 126-123 126-123 126-036 126-085
PP 126-047 126-047 126-047 126-028
S1 125-263 125-263 126-004 125-225
S2 125-187 125-187 125-307
S3 125-007 125-083 125-290
S4 124-147 124-223 125-241
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
5 126-235 125-290 0-265 0.7% 0-162 0.4% 19% False True 1,158,672
10 127-145 125-290 1-175 1.2% 0-164 0.4% 10% False True 1,175,243
20 130-170 125-290 4-200 3.7% 0-256 0.6% 3% False True 1,535,293
40 130-170 123-160 7-010 5.6% 0-213 0.5% 36% False False 1,497,820
60 130-170 123-160 7-010 5.6% 0-191 0.5% 36% False False 1,276,799
80 130-170 123-130 7-040 5.7% 0-183 0.5% 37% False False 959,904
100 130-170 122-210 7-280 6.2% 0-166 0.4% 43% False False 768,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-275
2.618 127-301
1.618 127-121
1.000 127-010
0.618 126-261
HIGH 126-150
0.618 126-081
0.500 126-060
0.382 126-039
LOW 125-290
0.618 125-179
1.000 125-110
1.618 124-319
2.618 124-139
4.250 123-165
Fisher Pivots for day following 06-Nov-2014
Pivot 1 day 3 day
R1 126-060 126-085
PP 126-047 126-063
S1 126-033 126-042

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

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