ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 126-165 126-220 0-055 0.1% 126-195
High 126-230 126-280 0-050 0.1% 127-000
Low 126-115 126-165 0-050 0.1% 126-085
Close 126-220 126-250 0-030 0.1% 126-220
Range 0-115 0-115 0-000 0.0% 0-235
ATR 0-179 0-175 -0-005 -2.6% 0-000
Volume 1,133,366 1,777,839 644,473 56.9% 5,728,032
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-257 127-208 126-313
R3 127-142 127-093 126-282
R2 127-027 127-027 126-271
R1 126-298 126-298 126-261 127-002
PP 126-232 126-232 126-232 126-244
S1 126-183 126-183 126-239 126-208
S2 126-117 126-117 126-229
S3 126-002 126-068 126-218
S4 125-207 125-273 126-187
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
5 126-280 126-085 0-195 0.5% 0-121 0.3% 85% True False 1,302,403
10 127-000 126-020 0-300 0.7% 0-136 0.3% 77% False False 1,096,307
20 127-070 125-270 1-120 1.1% 0-162 0.4% 68% False False 1,150,159
40 130-170 124-160 6-010 4.8% 0-215 0.5% 38% False False 1,460,246
60 130-170 123-160 7-010 5.5% 0-196 0.5% 47% False False 1,407,196
80 130-170 123-160 7-010 5.5% 0-182 0.4% 47% False False 1,127,903
100 130-170 123-050 7-120 5.8% 0-174 0.4% 49% False False 903,156
120 130-170 122-210 7-280 6.2% 0-156 0.4% 52% False False 752,782
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-034
Fibonacci Retracements and Extensions
4.250 128-129
2.618 127-261
1.618 127-146
1.000 127-075
0.618 127-031
HIGH 126-280
0.618 126-236
0.500 126-222
0.382 126-209
LOW 126-165
0.618 126-094
1.000 126-050
1.618 125-299
2.618 125-184
4.250 124-316
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 126-241 126-232
PP 126-232 126-213
S1 126-222 126-195

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

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