ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 126-085 126-060 -0-025 -0.1% 126-135
High 126-110 126-200 0-090 0.2% 126-240
Low 126-020 126-035 0-015 0.0% 125-270
Close 126-035 126-105 0-070 0.2% 126-210
Range 0-090 0-165 0-075 83.3% 0-290
ATR 0-209 0-206 -0-003 -1.5% 0-000
Volume 228,153 1,011,849 783,696 343.5% 6,006,996
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-288 127-202 126-196
R3 127-123 127-037 126-150
R2 126-278 126-278 126-135
R1 126-192 126-192 126-120 126-235
PP 126-113 126-113 126-113 126-135
S1 126-027 126-027 126-090 126-070
S2 125-268 125-268 126-075
S3 125-103 125-182 126-060
S4 124-258 125-017 126-014
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% 0-194 0.5% 41% False False 990,836
10 127-005 125-270 1-055 0.9% 0-174 0.4% 41% False False 1,095,110
20 129-180 125-270 3-230 2.9% 0-211 0.5% 13% False False 1,316,480
40 130-170 123-160 7-010 5.6% 0-217 0.5% 40% False False 1,460,837
60 130-170 123-160 7-010 5.6% 0-193 0.5% 40% False False 1,338,029
80 130-170 123-130 7-040 5.6% 0-186 0.5% 41% False False 1,007,202
100 130-170 122-300 7-190 6.0% 0-170 0.4% 45% False False 806,095
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-261
2.618 127-312
1.618 127-147
1.000 127-045
0.618 126-302
HIGH 126-200
0.618 126-137
0.500 126-118
0.382 126-098
LOW 126-035
0.618 125-253
1.000 125-190
1.618 125-088
2.618 124-243
4.250 123-294
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 126-118 126-172
PP 126-113 126-150
S1 126-109 126-128

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

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