ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 126-155 126-240 0-085 0.2% 126-000
High 126-255 127-055 0-120 0.3% 127-055
Low 126-145 126-210 0-065 0.2% 125-260
Close 126-235 127-015 0-100 0.2% 127-015
Range 0-110 0-165 0-055 50.0% 1-115
ATR 0-157 0-158 0-001 0.4% 0-000
Volume 1,191,404 730,062 -461,342 -38.7% 4,202,303
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 128-162 128-093 127-106
R3 127-317 127-248 127-060
R2 127-152 127-152 127-045
R1 127-083 127-083 127-030 127-118
PP 126-307 126-307 126-307 127-004
S1 126-238 126-238 127-000 126-272
S2 126-142 126-142 126-305
S3 125-297 126-073 126-290
S4 125-132 125-228 126-244
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 130-242 130-083 127-254
R3 129-127 128-288 127-135
R2 128-012 128-012 127-095
R1 127-173 127-173 127-055 127-252
PP 126-217 126-217 126-217 126-256
S1 126-058 126-058 126-295 126-138
S2 125-102 125-102 126-255
S3 123-307 124-263 126-215
S4 122-192 123-148 126-096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-055 125-220 1-155 1.2% 0-134 0.3% 92% True False 889,393
10 127-055 125-150 1-225 1.3% 0-144 0.4% 93% True False 462,986
20 127-055 125-050 2-005 1.6% 0-146 0.4% 94% True False 234,466
40 129-280 123-280 6-000 4.7% 0-186 0.5% 53% False False 118,152
60 129-280 122-210 7-070 5.7% 0-138 0.3% 61% False False 78,856
80 129-280 122-210 7-070 5.7% 0-104 0.3% 61% False False 59,142
100 129-280 122-210 7-070 5.7% 0-084 0.2% 61% False False 47,314
120 129-280 122-110 7-170 5.9% 0-071 0.2% 62% False False 39,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-116
2.618 128-167
1.618 128-002
1.000 127-220
0.618 127-157
HIGH 127-055
0.618 126-312
0.500 126-292
0.382 126-273
LOW 126-210
0.618 126-108
1.000 126-045
1.618 125-263
2.618 125-098
4.250 124-149
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 127-001 126-286
PP 126-307 126-237
S1 126-292 126-188

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

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