ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 126-165 126-195 0-030 0.1% 126-215
High 126-240 127-000 0-080 0.2% 127-005
Low 126-055 126-135 0-080 0.2% 126-020
Close 126-220 126-150 -0-070 -0.2% 126-220
Range 0-185 0-185 0-000 0.0% 0-305
ATR 0-199 0-198 -0-001 -0.5% 0-000
Volume 1,170,390 993,852 -176,538 -15.1% 4,402,933
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-117 127-318 126-252
R3 127-252 127-133 126-201
R2 127-067 127-067 126-184
R1 126-268 126-268 126-167 126-235
PP 126-202 126-202 126-202 126-185
S1 126-083 126-083 126-133 126-050
S2 126-017 126-017 126-116
S3 125-152 125-218 126-099
S4 124-287 125-033 126-048
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
5 127-000 126-020 0-300 0.7% 0-150 0.4% 43% True False 890,211
10 127-005 125-270 1-055 0.9% 0-171 0.4% 53% False False 1,026,388
20 128-085 125-270 2-135 1.9% 0-184 0.5% 26% False False 1,148,417
40 130-170 124-080 6-090 5.0% 0-219 0.5% 35% False False 1,453,352
60 130-170 123-160 7-010 5.6% 0-194 0.5% 42% False False 1,387,662
80 130-170 123-130 7-040 5.6% 0-187 0.5% 43% False False 1,047,096
100 130-170 122-300 7-190 6.0% 0-173 0.4% 47% False False 838,199
120 130-170 122-210 7-280 6.2% 0-150 0.4% 48% False False 698,515
Crabel Price Patterns
NR False
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 0-047
Fibonacci Retracements and Extensions
4.250 129-146
2.618 128-164
1.618 127-299
1.000 127-185
0.618 127-114
HIGH 127-000
0.618 126-249
0.500 126-228
0.382 126-206
LOW 126-135
0.618 126-021
1.000 125-270
1.618 125-156
2.618 124-291
4.250 123-309
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 126-228 126-185
PP 126-202 126-173
S1 126-176 126-162

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

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