ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 126-000 126-215 0-215 0.5% 126-135
High 126-240 127-005 0-085 0.2% 126-240
Low 125-270 126-080 0-130 0.3% 125-270
Close 126-210 126-085 -0-125 -0.3% 126-210
Range 0-290 0-245 -0-045 -15.5% 0-290
ATR 0-217 0-219 0-002 0.9% 0-000
Volume 1,605,186 945,726 -659,460 -41.1% 6,006,996
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-258 128-097 126-220
R3 128-013 127-172 126-152
R2 127-088 127-088 126-130
R1 126-247 126-247 126-107 126-205
PP 126-163 126-163 126-163 126-142
S1 126-002 126-002 126-063 125-280
S2 125-238 125-238 126-040
S3 124-313 125-077 126-018
S4 124-068 124-152 125-270
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 129-043 128-257 127-050
R3 128-073 127-287 126-290
R2 127-103 127-103 126-263
R1 126-317 126-317 126-237 127-050
PP 126-133 126-133 126-133 126-160
S1 126-027 126-027 126-183 126-080
S2 125-163 125-163 126-157
S3 124-193 125-057 126-130
S4 123-223 124-087 126-050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-005 125-270 1-055 0.9% 0-192 0.5% 36% True False 1,162,565
10 127-070 125-270 1-120 1.1% 0-188 0.5% 31% False False 1,204,010
20 130-170 125-270 4-220 3.7% 0-263 0.7% 9% False False 1,566,934
40 130-170 123-160 7-010 5.6% 0-220 0.5% 39% False False 1,499,800
60 130-170 123-160 7-010 5.6% 0-193 0.5% 39% False False 1,318,465
80 130-170 123-130 7-040 5.6% 0-185 0.5% 40% False False 991,759
100 130-170 122-300 7-190 6.0% 0-168 0.4% 44% False False 793,705
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-086
2.618 129-006
1.618 128-081
1.000 127-250
0.618 127-156
HIGH 127-005
0.618 126-231
0.500 126-202
0.382 126-174
LOW 126-080
0.618 125-249
1.000 125-155
1.618 125-004
2.618 124-079
4.250 122-319
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 126-202 126-138
PP 126-163 126-120
S1 126-124 126-102

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

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