ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 126-070 126-165 0-095 0.2% 126-215
High 126-175 126-240 0-065 0.2% 127-005
Low 126-050 126-055 0-005 0.0% 126-020
Close 126-155 126-220 0-065 0.2% 126-220
Range 0-125 0-185 0-060 48.0% 0-305
ATR 0-200 0-199 -0-001 -0.6% 0-000
Volume 1,046,815 1,170,390 123,575 11.8% 4,402,933
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-087 128-018 127-002
R3 127-222 127-153 126-271
R2 127-037 127-037 126-254
R1 126-288 126-288 126-237 127-002
PP 126-172 126-172 126-172 126-189
S1 126-103 126-103 126-203 126-138
S2 125-307 125-307 126-186
S3 125-122 125-238 126-169
S4 124-257 125-053 126-118
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 129-143 129-007 127-068
R3 128-158 128-022 126-304
R2 127-173 127-173 126-276
R1 127-037 127-037 126-248 127-105
PP 126-188 126-188 126-188 126-222
S1 126-052 126-052 126-192 126-120
S2 125-203 125-203 126-164
S3 124-218 125-067 126-136
S4 123-233 124-082 126-052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-005 126-020 0-305 0.8% 0-162 0.4% 66% False False 880,586
10 127-005 125-270 1-055 0.9% 0-174 0.4% 72% False False 1,040,992
20 128-085 125-270 2-135 1.9% 0-184 0.5% 35% False False 1,168,962
40 130-170 124-010 6-160 5.1% 0-217 0.5% 41% False False 1,454,006
60 130-170 123-160 7-010 5.6% 0-194 0.5% 45% False False 1,372,499
80 130-170 123-130 7-040 5.6% 0-187 0.5% 46% False False 1,034,780
100 130-170 122-300 7-190 6.0% 0-171 0.4% 49% False False 828,267
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-066
2.618 128-084
1.618 127-219
1.000 127-105
0.618 127-034
HIGH 126-240
0.618 126-169
0.500 126-148
0.382 126-126
LOW 126-055
0.618 125-261
1.000 125-190
1.618 125-076
2.618 124-211
4.250 123-229
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 126-196 126-192
PP 126-172 126-165
S1 126-148 126-138

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

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