ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 126-250 126-100 -0-150 -0.4% 126-000
High 126-265 126-135 -0-130 -0.3% 127-055
Low 126-085 126-050 -0-035 -0.1% 125-260
Close 126-110 126-090 -0-020 0.0% 127-015
Range 0-180 0-085 -0-095 -52.8% 1-115
ATR 0-168 0-162 -0-006 -3.5% 0-000
Volume 1,286,519 1,141,674 -144,845 -11.3% 4,202,303
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 127-027 126-303 126-137
R3 126-262 126-218 126-113
R2 126-177 126-177 126-106
R1 126-133 126-133 126-098 126-112
PP 126-092 126-092 126-092 126-081
S1 126-048 126-048 126-082 126-028
S2 126-007 126-007 126-074
S3 125-242 125-283 126-067
S4 125-157 125-198 126-043
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
5 127-155 126-050 1-105 1.1% 0-158 0.4% 9% False True 1,153,524
10 127-155 125-170 1-305 1.5% 0-148 0.4% 38% False False 839,591
20 127-155 125-050 2-105 1.8% 0-153 0.4% 48% False False 426,159
40 129-280 125-000 4-280 3.9% 0-187 0.5% 26% False False 214,278
60 129-280 122-210 7-070 5.7% 0-146 0.4% 50% False False 142,959
80 129-280 122-210 7-070 5.7% 0-111 0.3% 50% False False 107,219
100 129-280 122-210 7-070 5.7% 0-088 0.2% 50% False False 85,776
120 129-280 122-110 7-170 6.0% 0-076 0.2% 52% False False 71,480
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 127-176
2.618 127-038
1.618 126-273
1.000 126-220
0.618 126-188
HIGH 126-135
0.618 126-103
0.500 126-092
0.382 126-082
LOW 126-050
0.618 125-317
1.000 125-285
1.618 125-232
2.618 125-147
4.250 125-009
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 126-092 126-262
PP 126-092 126-205
S1 126-091 126-148

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

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