ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 09-Dec-2014
Day Change Summary
Previous Current
08-Dec-2014 09-Dec-2014 Change Change % Previous Week
Open 126-145 126-235 0-090 0.2% 127-270
High 126-295 127-125 0-150 0.4% 128-020
Low 126-060 126-225 0-165 0.4% 126-115
Close 126-255 127-045 0-110 0.3% 126-165
Range 0-235 0-220 -0-015 -6.4% 1-225
ATR 0-179 0-182 0-003 1.6% 0-000
Volume 19,376 16,224 -3,152 -16.3% 519,880
Daily Pivots for day following 09-Dec-2014
Classic Woodie Camarilla DeMark
R4 129-045 128-265 127-166
R3 128-145 128-045 127-106
R2 127-245 127-245 127-085
R1 127-145 127-145 127-065 127-195
PP 127-025 127-025 127-025 127-050
S1 126-245 126-245 127-025 126-295
S2 126-125 126-125 127-005
S3 125-225 126-025 126-304
S4 125-005 125-125 126-244
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
5 127-125 126-060 1-065 0.9% 0-193 0.5% 79% True False 40,325
10 128-020 126-060 1-280 1.5% 0-179 0.4% 51% False False 501,649
20 128-020 126-020 2-000 1.6% 0-157 0.4% 54% False False 798,978
40 130-170 125-270 4-220 3.7% 0-210 0.5% 28% False False 1,182,956
60 130-170 123-160 7-010 5.5% 0-199 0.5% 52% False False 1,266,192
80 130-170 123-160 7-010 5.5% 0-184 0.5% 52% False False 1,188,594
100 130-170 123-130 7-040 5.6% 0-180 0.4% 52% False False 953,202
120 130-170 122-300 7-190 6.0% 0-166 0.4% 55% False False 794,584
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 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-100
2.618 129-061
1.618 128-161
1.000 128-025
0.618 127-261
HIGH 127-125
0.618 127-041
0.500 127-015
0.382 126-309
LOW 126-225
0.618 126-089
1.000 126-005
1.618 125-189
2.618 124-289
4.250 123-250
Fisher Pivots for day following 09-Dec-2014
Pivot 1 day 3 day
R1 127-035 127-008
PP 127-025 126-290
S1 127-015 126-252

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

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