ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 126-220 126-250 0-030 0.1% 126-195
High 126-280 127-050 0-090 0.2% 127-000
Low 126-165 126-220 0-055 0.1% 126-085
Close 126-250 127-040 0-110 0.3% 126-220
Range 0-115 0-150 0-035 30.4% 0-235
ATR 0-175 0-173 -0-002 -1.0% 0-000
Volume 1,777,839 2,740,779 962,940 54.2% 5,728,032
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-127 128-073 127-122
R3 127-297 127-243 127-081
R2 127-147 127-147 127-068
R1 127-093 127-093 127-054 127-120
PP 126-317 126-317 126-317 127-010
S1 126-263 126-263 127-026 126-290
S2 126-167 126-167 127-012
S3 126-017 126-113 126-319
S4 125-187 125-283 126-278
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
5 127-050 126-085 0-285 0.7% 0-134 0.3% 96% True False 1,681,886
10 127-050 126-035 1-015 0.8% 0-142 0.3% 97% True False 1,347,570
20 127-050 125-270 1-100 1.0% 0-163 0.4% 98% True False 1,228,665
40 130-170 124-220 5-270 4.6% 0-216 0.5% 42% False False 1,493,387
60 130-170 123-160 7-010 5.5% 0-196 0.5% 52% False False 1,430,890
80 130-170 123-160 7-010 5.5% 0-183 0.4% 52% False False 1,162,012
100 130-170 123-130 7-040 5.6% 0-174 0.4% 52% False False 930,552
120 130-170 122-210 7-280 6.2% 0-157 0.4% 57% False False 775,622
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 False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-048
2.618 128-123
1.618 127-293
1.000 127-200
0.618 127-143
HIGH 127-050
0.618 126-313
0.500 126-295
0.382 126-277
LOW 126-220
0.618 126-127
1.000 126-070
1.618 125-297
2.618 125-147
4.250 124-222
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 127-018 127-001
PP 126-317 126-282
S1 126-295 126-242

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

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