ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 126-060 126-070 0-010 0.0% 126-135
High 126-200 126-175 -0-025 -0.1% 126-240
Low 126-035 126-050 0-015 0.0% 125-270
Close 126-105 126-155 0-050 0.1% 126-210
Range 0-165 0-125 -0-040 -24.2% 0-290
ATR 0-206 0-200 -0-006 -2.8% 0-000
Volume 1,011,849 1,046,815 34,966 3.5% 6,006,996
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-182 127-133 126-224
R3 127-057 127-008 126-189
R2 126-252 126-252 126-178
R1 126-203 126-203 126-166 126-228
PP 126-127 126-127 126-127 126-139
S1 126-078 126-078 126-144 126-102
S2 126-002 126-002 126-132
S3 125-197 125-273 126-121
S4 125-072 125-148 126-086
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% 0-183 0.5% 55% False False 967,545
10 127-005 125-270 1-055 0.9% 0-172 0.4% 55% False False 1,063,109
20 128-105 125-270 2-155 2.0% 0-189 0.5% 26% False False 1,208,818
40 130-170 123-160 7-010 5.6% 0-217 0.5% 42% False False 1,453,338
60 130-170 123-160 7-010 5.6% 0-193 0.5% 42% False False 1,354,610
80 130-170 123-130 7-040 5.6% 0-186 0.5% 43% False False 1,020,204
100 130-170 122-300 7-190 6.0% 0-170 0.4% 47% False False 816,563
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-066
2.618 127-182
1.618 127-057
1.000 126-300
0.618 126-252
HIGH 126-175
0.618 126-127
0.500 126-112
0.382 126-098
LOW 126-050
0.618 125-293
1.000 125-245
1.618 125-168
2.618 125-043
4.250 124-159
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 126-141 126-140
PP 126-127 126-125
S1 126-112 126-110

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

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