ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 126-195 126-160 -0-035 -0.1% 126-215
High 127-000 126-235 -0-085 -0.2% 127-005
Low 126-135 126-150 0-015 0.0% 126-020
Close 126-150 126-205 0-055 0.1% 126-220
Range 0-185 0-085 -0-100 -54.1% 0-305
ATR 0-198 0-190 -0-008 -4.1% 0-000
Volume 993,852 843,364 -150,488 -15.1% 4,402,933
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-132 127-093 126-252
R3 127-047 127-008 126-228
R2 126-282 126-282 126-221
R1 126-243 126-243 126-213 126-262
PP 126-197 126-197 126-197 126-206
S1 126-158 126-158 126-197 126-178
S2 126-112 126-112 126-189
S3 126-027 126-073 126-182
S4 125-262 125-308 126-158
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
5 127-000 126-035 0-285 0.7% 0-149 0.4% 60% False False 1,013,254
10 127-005 125-270 1-055 0.9% 0-166 0.4% 68% False False 996,466
20 127-280 125-270 2-010 1.6% 0-175 0.4% 39% False False 1,116,213
40 130-170 124-080 6-090 5.0% 0-218 0.5% 38% False False 1,450,979
60 130-170 123-160 7-010 5.6% 0-194 0.5% 45% False False 1,398,937
80 130-170 123-130 7-040 5.6% 0-188 0.5% 45% False False 1,057,565
100 130-170 122-300 7-190 6.0% 0-173 0.4% 49% False False 846,627
120 130-170 122-210 7-280 6.2% 0-151 0.4% 51% False False 705,544
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 127-276
2.618 127-138
1.618 127-053
1.000 127-000
0.618 126-288
HIGH 126-235
0.618 126-203
0.500 126-192
0.382 126-182
LOW 126-150
0.618 126-097
1.000 126-065
1.618 126-012
2.618 125-247
4.250 125-109
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 126-201 126-199
PP 126-197 126-193
S1 126-192 126-188

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

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