ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 126-210 126-110 -0-100 -0.2% 126-215
High 126-225 126-260 0-035 0.1% 127-005
Low 126-085 126-110 0-025 0.1% 126-020
Close 126-125 126-180 0-055 0.1% 126-220
Range 0-140 0-150 0-010 7.1% 0-305
ATR 0-187 0-184 -0-003 -1.4% 0-000
Volume 1,151,241 1,606,209 454,968 39.5% 4,402,933
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-313 127-237 126-262
R3 127-163 127-087 126-221
R2 127-013 127-013 126-208
R1 126-257 126-257 126-194 126-295
PP 126-183 126-183 126-183 126-202
S1 126-107 126-107 126-166 126-145
S2 126-033 126-033 126-152
S3 125-203 125-277 126-139
S4 125-053 125-127 126-098
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
5 127-000 126-055 0-265 0.7% 0-149 0.4% 47% False False 1,153,011
10 127-005 125-270 1-055 0.9% 0-166 0.4% 61% False False 1,060,278
20 127-145 125-270 1-195 1.3% 0-165 0.4% 45% False False 1,117,760
40 130-170 124-110 6-060 4.9% 0-218 0.5% 36% False False 1,458,498
60 130-170 123-160 7-010 5.6% 0-195 0.5% 44% False False 1,398,480
80 130-170 123-130 7-040 5.6% 0-186 0.5% 44% False False 1,091,900
100 130-170 122-300 7-190 6.0% 0-175 0.4% 48% False False 874,143
120 130-170 122-210 7-280 6.2% 0-154 0.4% 50% False False 728,522
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-039
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-258
2.618 128-013
1.618 127-183
1.000 127-090
0.618 127-033
HIGH 126-260
0.618 126-203
0.500 126-185
0.382 126-167
LOW 126-110
0.618 126-017
1.000 125-280
1.618 125-187
2.618 125-037
4.250 124-112
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 126-185 126-178
PP 126-183 126-175
S1 126-182 126-172

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

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