ECBOT 10 Year T-Note Future March 2015


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 126-000 126-030 0-030 0.1% 125-310
High 126-060 126-165 0-105 0.3% 126-110
Low 125-260 126-000 0-060 0.1% 125-170
Close 126-030 126-155 0-125 0.3% 126-000
Range 0-120 0-165 0-045 37.5% 0-260
ATR 0-160 0-161 0-000 0.2% 0-000
Volume 320,767 1,960,070 1,639,303 511.1% 407,453
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-282 127-223 126-246
R3 127-117 127-058 126-200
R2 126-272 126-272 126-185
R1 126-213 126-213 126-170 126-242
PP 126-107 126-107 126-107 126-121
S1 126-048 126-048 126-140 126-078
S2 125-262 125-262 126-125
S3 125-097 125-203 126-110
S4 124-252 125-038 126-064
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-127 128-003 126-143
R3 127-187 127-063 126-072
R2 126-247 126-247 126-048
R1 126-123 126-123 126-024 126-185
PP 125-307 125-307 125-307 126-018
S1 125-183 125-183 125-296 125-245
S2 125-047 125-047 125-272
S3 124-107 124-243 125-248
S4 123-167 123-303 125-177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-165 125-170 0-315 0.8% 0-139 0.3% 97% True False 525,658
10 126-165 125-140 1-025 0.9% 0-144 0.4% 97% True False 271,884
20 126-165 125-050 1-115 1.1% 0-151 0.4% 98% True False 138,786
40 129-280 123-280 6-000 4.7% 0-187 0.5% 43% False False 70,165
60 129-280 122-210 7-070 5.7% 0-134 0.3% 53% False False 46,832
80 129-280 122-210 7-070 5.7% 0-101 0.2% 53% False False 35,124
100 129-280 122-210 7-070 5.7% 0-081 0.2% 53% False False 28,099
120 129-280 122-110 7-170 6.0% 0-069 0.2% 55% False False 23,416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128-226
2.618 127-277
1.618 127-112
1.000 127-010
0.618 126-267
HIGH 126-165
0.618 126-102
0.500 126-082
0.382 126-063
LOW 126-000
0.618 125-218
1.000 125-155
1.618 125-053
2.618 124-208
4.250 123-259
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 126-131 126-114
PP 126-107 126-073
S1 126-082 126-032

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

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