ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 26-Nov-2014
Day Change Summary
Previous Current
25-Nov-2014 26-Nov-2014 Change Change % Previous Week
Open 126-250 127-035 0-105 0.3% 126-195
High 127-050 127-130 0-080 0.2% 127-000
Low 126-220 127-030 0-130 0.3% 126-085
Close 127-040 127-115 0-075 0.2% 126-220
Range 0-150 0-100 -0-050 -33.3% 0-235
ATR 0-173 0-168 -0-005 -3.0% 0-000
Volume 2,740,779 1,485,473 -1,255,306 -45.8% 5,728,032
Daily Pivots for day following 26-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-072 128-033 127-170
R3 127-292 127-253 127-142
R2 127-192 127-192 127-133
R1 127-153 127-153 127-124 127-172
PP 127-092 127-092 127-092 127-101
S1 127-053 127-053 127-106 127-072
S2 126-312 126-312 127-097
S3 126-212 126-273 127-088
S4 126-112 126-173 127-060
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
5 127-130 126-110 1-020 0.8% 0-126 0.3% 96% True False 1,748,733
10 127-130 126-050 1-080 1.0% 0-135 0.3% 96% True False 1,394,932
20 127-130 125-270 1-180 1.2% 0-155 0.4% 97% True False 1,245,021
40 130-170 124-260 5-230 4.5% 0-211 0.5% 45% False False 1,481,468
60 130-170 123-160 7-010 5.5% 0-194 0.5% 55% False False 1,433,094
80 130-170 123-160 7-010 5.5% 0-182 0.4% 55% False False 1,180,491
100 130-170 123-130 7-040 5.6% 0-174 0.4% 55% False False 945,390
120 130-170 122-210 7-280 6.2% 0-158 0.4% 60% False False 788,001
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-032
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128-235
2.618 128-072
1.618 127-292
1.000 127-230
0.618 127-192
HIGH 127-130
0.618 127-092
0.500 127-080
0.382 127-068
LOW 127-030
0.618 126-288
1.000 126-250
1.618 126-188
2.618 126-088
4.250 125-245
Fisher Pivots for day following 26-Nov-2014
Pivot 1 day 3 day
R1 127-103 127-072
PP 127-092 127-030
S1 127-080 126-308

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

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