ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 126-240 127-065 0-145 0.4% 126-000
High 127-055 127-155 0-100 0.2% 127-055
Low 126-210 126-225 0-015 0.0% 125-260
Close 127-015 126-295 -0-040 -0.1% 127-015
Range 0-165 0-250 0-085 51.5% 1-115
ATR 0-158 0-164 0-007 4.2% 0-000
Volume 730,062 1,417,965 687,903 94.2% 4,202,303
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 129-122 128-298 127-112
R3 128-192 128-048 127-044
R2 127-262 127-262 127-021
R1 127-118 127-118 126-318 127-065
PP 127-012 127-012 127-012 126-305
S1 126-188 126-188 126-272 126-135
S2 126-082 126-082 126-249
S3 125-152 125-258 126-226
S4 124-222 125-008 126-158
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
5 127-155 125-260 1-215 1.3% 0-162 0.4% 66% True False 1,124,053
10 127-155 125-170 1-305 1.5% 0-150 0.4% 71% True False 602,772
20 127-155 125-050 2-105 1.8% 0-156 0.4% 76% True False 305,147
40 129-280 124-080 5-200 4.4% 0-188 0.5% 48% False False 153,586
60 129-280 122-210 7-070 5.7% 0-142 0.3% 59% False False 102,489
80 129-280 122-210 7-070 5.7% 0-107 0.3% 59% False False 76,867
100 129-280 122-210 7-070 5.7% 0-086 0.2% 59% False False 61,494
120 129-280 122-110 7-170 5.9% 0-073 0.2% 61% False False 51,245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 130-258
2.618 129-170
1.618 128-240
1.000 128-085
0.618 127-310
HIGH 127-155
0.618 127-060
0.500 127-030
0.382 127-000
LOW 126-225
0.618 126-070
1.000 125-295
1.618 125-140
2.618 124-210
4.250 123-122
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 127-030 126-310
PP 127-012 126-305
S1 126-313 126-300

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

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