ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 126-215 126-085 -0-130 -0.3% 126-135
High 127-005 126-110 -0-215 -0.5% 126-240
Low 126-080 126-020 -0-060 -0.1% 125-270
Close 126-085 126-035 -0-050 -0.1% 126-210
Range 0-245 0-090 -0-155 -63.3% 0-290
ATR 0-219 0-209 -0-009 -4.2% 0-000
Volume 945,726 228,153 -717,573 -75.9% 6,006,996
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-005 126-270 126-084
R3 126-235 126-180 126-060
R2 126-145 126-145 126-052
R1 126-090 126-090 126-043 126-072
PP 126-055 126-055 126-055 126-046
S1 126-000 126-000 126-027 125-302
S2 125-285 125-285 126-018
S3 125-195 125-230 126-010
S4 125-105 125-140 125-306
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% 0-184 0.5% 23% False False 979,678
10 127-005 125-270 1-055 0.9% 0-184 0.5% 23% False False 1,109,761
20 130-170 125-270 4-220 3.7% 0-256 0.6% 6% False False 1,470,725
40 130-170 123-160 7-010 5.6% 0-219 0.5% 37% False False 1,477,073
60 130-170 123-160 7-010 5.6% 0-193 0.5% 37% False False 1,321,533
80 130-170 123-130 7-040 5.6% 0-185 0.5% 38% False False 994,584
100 130-170 122-300 7-190 6.0% 0-168 0.4% 42% False False 795,978
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 0-050
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 127-172
2.618 127-026
1.618 126-256
1.000 126-200
0.618 126-166
HIGH 126-110
0.618 126-076
0.500 126-065
0.382 126-054
LOW 126-020
0.618 125-284
1.000 125-250
1.618 125-194
2.618 125-104
4.250 124-278
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 126-065 126-138
PP 126-055 126-103
S1 126-045 126-069

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

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