ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 04-Dec-2014
Day Change Summary
Previous Current
03-Dec-2014 04-Dec-2014 Change Change % Previous Week
Open 126-100 126-110 0-010 0.0% 126-000
High 126-135 126-205 0-070 0.2% 127-055
Low 126-050 126-045 -0-005 0.0% 125-260
Close 126-090 126-160 0-070 0.2% 127-015
Range 0-085 0-160 0-075 88.2% 1-115
ATR 0-162 0-162 0-000 -0.1% 0-000
Volume 1,141,674 1,126,587 -15,087 -1.3% 4,202,303
Daily Pivots for day following 04-Dec-2014
Classic Woodie Camarilla DeMark
R4 127-297 127-228 126-248
R3 127-137 127-068 126-204
R2 126-297 126-297 126-189
R1 126-228 126-228 126-175 126-262
PP 126-137 126-137 126-137 126-154
S1 126-068 126-068 126-145 126-102
S2 125-297 125-297 126-131
S3 125-137 125-228 126-116
S4 124-297 125-068 126-072
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
5 127-155 126-045 1-110 1.1% 0-168 0.4% 27% False True 1,140,561
10 127-155 125-210 1-265 1.4% 0-150 0.4% 46% False False 949,030
20 127-155 125-050 2-105 1.8% 0-156 0.4% 58% False False 482,227
40 129-280 125-050 4-230 3.7% 0-187 0.5% 28% False False 242,395
60 129-280 122-210 7-070 5.7% 0-149 0.4% 53% False False 161,735
80 129-280 122-210 7-070 5.7% 0-113 0.3% 53% False False 121,302
100 129-280 122-210 7-070 5.7% 0-090 0.2% 53% False False 97,041
120 129-280 122-110 7-170 6.0% 0-077 0.2% 55% False False 80,868
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-245
2.618 127-304
1.618 127-144
1.000 127-045
0.618 126-304
HIGH 126-205
0.618 126-144
0.500 126-125
0.382 126-106
LOW 126-045
0.618 125-266
1.000 125-205
1.618 125-106
2.618 124-266
4.250 124-005
Fisher Pivots for day following 04-Dec-2014
Pivot 1 day 3 day
R1 126-148 126-158
PP 126-137 126-157
S1 126-125 126-155

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

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