ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 127-125 126-295 -0-150 -0.4% 126-220
High 127-135 127-005 -0-130 -0.3% 127-250
Low 126-285 126-245 -0-040 -0.1% 126-165
Close 126-305 126-285 -0-020 0.0% 127-210
Range 0-170 0-080 -0-090 -52.9% 1-085
ATR 0-175 0-168 -0-007 -3.9% 0-000
Volume 116,736 82,930 -33,806 -29.0% 6,238,852
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 127-205 127-165 127-009
R3 127-125 127-085 126-307
R2 127-045 127-045 126-300
R1 127-005 127-005 126-292 126-305
PP 126-285 126-285 126-285 126-275
S1 126-245 126-245 126-278 126-225
S2 126-205 126-205 126-270
S3 126-125 126-165 126-263
S4 126-045 126-085 126-241
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 131-037 130-208 128-113
R3 129-272 129-123 128-001
R2 128-187 128-187 127-284
R1 128-038 128-038 127-247 128-112
PP 127-102 127-102 127-102 127-139
S1 126-273 126-273 127-173 127-028
S2 126-017 126-017 127-136
S3 124-252 125-188 127-099
S4 123-167 124-103 126-307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-020 126-245 1-095 1.0% 0-151 0.4% 10% False True 431,403
10 128-020 126-085 1-255 1.4% 0-142 0.4% 35% False False 1,056,645
20 128-020 125-270 2-070 1.7% 0-154 0.4% 47% False False 1,026,555
40 130-170 125-255 4-235 3.7% 0-209 0.5% 23% False False 1,342,411
60 130-170 123-160 7-010 5.5% 0-192 0.5% 48% False False 1,348,652
80 130-170 123-160 7-010 5.5% 0-182 0.4% 48% False False 1,188,007
100 130-170 123-130 7-040 5.6% 0-176 0.4% 49% False False 952,052
120 130-170 122-210 7-280 6.2% 0-162 0.4% 54% False False 793,596
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-030
Narrowest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 128-025
2.618 127-214
1.618 127-134
1.000 127-085
0.618 127-054
HIGH 127-005
0.618 126-294
0.500 126-285
0.382 126-276
LOW 126-245
0.618 126-196
1.000 126-165
1.618 126-116
2.618 126-036
4.250 125-225
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 126-285 127-132
PP 126-285 127-077
S1 126-285 127-021

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

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