ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 126-160 126-210 0-050 0.1% 126-215
High 126-235 126-225 -0-010 0.0% 127-005
Low 126-150 126-085 -0-065 -0.2% 126-020
Close 126-205 126-125 -0-080 -0.2% 126-220
Range 0-085 0-140 0-055 64.7% 0-305
ATR 0-190 0-187 -0-004 -1.9% 0-000
Volume 843,364 1,151,241 307,877 36.5% 4,402,933
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-245 127-165 126-202
R3 127-105 127-025 126-164
R2 126-285 126-285 126-151
R1 126-205 126-205 126-138 126-175
PP 126-145 126-145 126-145 126-130
S1 126-065 126-065 126-112 126-035
S2 126-005 126-005 126-099
S3 125-185 125-245 126-086
S4 125-045 125-105 126-048
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
5 127-000 126-050 0-270 0.7% 0-144 0.4% 28% False False 1,041,132
10 127-005 125-270 1-055 0.9% 0-169 0.4% 47% False False 1,015,984
20 127-220 125-270 1-270 1.5% 0-172 0.4% 30% False False 1,108,482
40 130-170 124-085 6-085 5.0% 0-219 0.5% 34% False False 1,453,965
60 130-170 123-160 7-010 5.6% 0-195 0.5% 41% False False 1,399,650
80 130-170 123-130 7-040 5.6% 0-188 0.5% 42% False False 1,071,914
100 130-170 122-300 7-190 6.0% 0-174 0.4% 45% False False 858,139
120 130-170 122-210 7-280 6.2% 0-152 0.4% 47% False False 715,137
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 True
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-180
2.618 127-272
1.618 127-132
1.000 127-045
0.618 126-312
HIGH 126-225
0.618 126-172
0.500 126-155
0.382 126-138
LOW 126-085
0.618 125-318
1.000 125-265
1.618 125-178
2.618 125-038
4.250 124-130
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 126-155 126-202
PP 126-145 126-177
S1 126-135 126-151

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

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