ECBOT 10 Year T-Note Future March 2015


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 126-030 126-155 0-125 0.3% 125-310
High 126-165 126-255 0-090 0.2% 126-110
Low 126-000 126-145 0-145 0.4% 125-170
Close 126-155 126-235 0-080 0.2% 126-000
Range 0-165 0-110 -0-055 -33.3% 0-260
ATR 0-161 0-157 -0-004 -2.3% 0-000
Volume 1,960,070 1,191,404 -768,666 -39.2% 407,453
Daily Pivots for day following 26-Nov-2014
Classic Woodie Camarilla DeMark
R4 127-222 127-178 126-296
R3 127-112 127-068 126-265
R2 127-002 127-002 126-255
R1 126-278 126-278 126-245 126-300
PP 126-212 126-212 126-212 126-222
S1 126-168 126-168 126-225 126-190
S2 126-102 126-102 126-215
S3 125-312 126-058 126-205
S4 125-202 125-268 126-174
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
5 126-255 125-210 1-045 0.9% 0-131 0.3% 95% True False 757,499
10 126-255 125-150 1-105 1.0% 0-140 0.3% 95% True False 390,886
20 126-255 125-050 1-205 1.3% 0-145 0.4% 96% True False 198,187
40 129-280 123-280 6-000 4.7% 0-184 0.5% 48% False False 99,947
60 129-280 122-210 7-070 5.7% 0-136 0.3% 56% False False 66,689
80 129-280 122-210 7-070 5.7% 0-102 0.3% 56% False False 50,017
100 129-280 122-210 7-070 5.7% 0-083 0.2% 56% False False 40,013
120 129-280 122-110 7-170 5.9% 0-070 0.2% 58% False False 33,345
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
4.250 128-082
2.618 127-223
1.618 127-113
1.000 127-045
0.618 127-003
HIGH 126-255
0.618 126-213
0.500 126-200
0.382 126-187
LOW 126-145
0.618 126-077
1.000 126-035
1.618 125-287
2.618 125-177
4.250 124-318
Fisher Pivots for day following 26-Nov-2014
Pivot 1 day 3 day
R1 126-223 126-189
PP 126-212 126-143
S1 126-200 126-098

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

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