ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 127-075 126-145 -0-250 -0.6% 127-270
High 127-075 126-295 -0-100 -0.2% 128-020
Low 126-115 126-060 -0-055 -0.1% 126-115
Close 126-165 126-255 0-090 0.2% 126-165
Range 0-280 0-235 -0-045 -16.1% 1-225
ATR 0-175 0-179 0-004 2.5% 0-000
Volume 38,300 19,376 -18,924 -49.4% 519,880
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 128-268 128-177 127-064
R3 128-033 127-262 127-000
R2 127-118 127-118 126-298
R1 127-027 127-027 126-277 127-072
PP 126-203 126-203 126-203 126-226
S1 126-112 126-112 126-233 126-158
S2 125-288 125-288 126-212
S3 125-053 125-197 126-190
S4 124-138 124-282 126-126
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 132-028 131-002 127-145
R3 130-123 129-097 126-315
R2 128-218 128-218 126-265
R1 127-192 127-192 126-215 127-092
PP 126-313 126-313 126-313 126-264
S1 125-287 125-287 126-115 125-188
S2 125-088 125-088 126-065
S3 123-183 124-062 126-015
S4 121-278 122-157 125-185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-135 126-060 1-075 1.0% 0-183 0.5% 49% False True 60,428
10 128-020 126-060 1-280 1.5% 0-168 0.4% 33% False True 677,810
20 128-020 126-020 2-000 1.6% 0-158 0.4% 37% False False 845,453
40 130-170 125-270 4-220 3.7% 0-210 0.5% 20% False False 1,195,467
60 130-170 123-160 7-010 5.5% 0-197 0.5% 47% False False 1,280,756
80 130-170 123-160 7-010 5.5% 0-185 0.5% 47% False False 1,188,869
100 130-170 123-130 7-040 5.6% 0-179 0.4% 48% False False 953,054
120 130-170 122-300 7-190 6.0% 0-165 0.4% 51% False False 794,449
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-014
2.618 128-270
1.618 128-035
1.000 127-210
0.618 127-120
HIGH 126-295
0.618 126-205
0.500 126-178
0.382 126-150
LOW 126-060
0.618 125-235
1.000 125-145
1.618 125-000
2.618 124-085
4.250 123-021
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 126-229 126-246
PP 126-203 126-237
S1 126-178 126-228

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

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