ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 126-110 126-165 0-055 0.1% 126-195
High 126-260 126-230 -0-030 -0.1% 127-000
Low 126-110 126-115 0-005 0.0% 126-085
Close 126-180 126-220 0-040 0.1% 126-220
Range 0-150 0-115 -0-035 -23.3% 0-235
ATR 0-184 0-179 -0-005 -2.7% 0-000
Volume 1,606,209 1,133,366 -472,843 -29.4% 5,728,032
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-213 127-172 126-283
R3 127-098 127-057 126-252
R2 126-303 126-303 126-241
R1 126-262 126-262 126-231 126-282
PP 126-188 126-188 126-188 126-199
S1 126-147 126-147 126-209 126-168
S2 126-073 126-073 126-199
S3 125-278 126-032 126-188
S4 125-163 125-237 126-157
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-273 128-162 127-029
R3 128-038 127-247 126-285
R2 127-123 127-123 126-263
R1 127-012 127-012 126-242 127-068
PP 126-208 126-208 126-208 126-236
S1 126-097 126-097 126-198 126-152
S2 125-293 125-293 126-177
S3 125-058 125-182 126-155
S4 124-143 124-267 126-091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-000 126-085 0-235 0.6% 0-135 0.3% 57% False False 1,145,606
10 127-005 126-020 0-305 0.8% 0-148 0.4% 66% False False 1,013,096
20 127-080 125-270 1-130 1.1% 0-164 0.4% 60% False False 1,106,673
40 130-170 124-125 6-045 4.8% 0-216 0.5% 37% False False 1,444,743
60 130-170 123-160 7-010 5.6% 0-196 0.5% 45% False False 1,395,869
80 130-170 123-160 7-010 5.6% 0-185 0.5% 45% False False 1,105,893
100 130-170 122-300 7-190 6.0% 0-175 0.4% 49% False False 885,429
120 130-170 122-210 7-280 6.2% 0-155 0.4% 51% False False 737,967
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-079
2.618 127-211
1.618 127-096
1.000 127-025
0.618 126-301
HIGH 126-230
0.618 126-186
0.500 126-172
0.382 126-159
LOW 126-115
0.618 126-044
1.000 126-000
1.618 125-249
2.618 125-134
4.250 124-266
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 126-204 126-204
PP 126-188 126-188
S1 126-172 126-172

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

View Archives - Comment on this page... - Back to Index of Symbols