ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 127-065 126-250 -0-135 -0.3% 126-000
High 127-155 126-265 -0-210 -0.5% 127-055
Low 126-225 126-085 -0-140 -0.3% 125-260
Close 126-295 126-110 -0-185 -0.5% 127-015
Range 0-250 0-180 -0-070 -28.0% 1-115
ATR 0-164 0-168 0-003 2.0% 0-000
Volume 1,417,965 1,286,519 -131,446 -9.3% 4,202,303
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 128-053 127-262 126-209
R3 127-193 127-082 126-160
R2 127-013 127-013 126-143
R1 126-222 126-222 126-126 126-188
PP 126-153 126-153 126-153 126-136
S1 126-042 126-042 126-094 126-008
S2 125-293 125-293 126-077
S3 125-113 125-182 126-060
S4 124-253 125-002 126-011
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
5 127-155 126-000 1-155 1.2% 0-174 0.4% 23% False False 1,317,204
10 127-155 125-170 1-305 1.5% 0-149 0.4% 42% False False 728,864
20 127-155 125-050 2-105 1.8% 0-154 0.4% 51% False False 369,258
40 129-280 124-150 5-130 4.3% 0-190 0.5% 35% False False 185,738
60 129-280 122-210 7-070 5.7% 0-145 0.4% 51% False False 123,931
80 129-280 122-210 7-070 5.7% 0-110 0.3% 51% False False 92,948
100 129-280 122-210 7-070 5.7% 0-088 0.2% 51% False False 74,359
120 129-280 122-110 7-170 6.0% 0-075 0.2% 53% False False 61,966
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-070
2.618 128-096
1.618 127-236
1.000 127-125
0.618 127-056
HIGH 126-265
0.618 126-196
0.500 126-175
0.382 126-154
LOW 126-085
0.618 125-294
1.000 125-225
1.618 125-114
2.618 124-254
4.250 123-280
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 126-175 126-280
PP 126-153 126-223
S1 126-132 126-167

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

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