ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 126-110 126-200 0-090 0.2% 127-065
High 126-205 126-205 0-000 0.0% 127-155
Low 126-045 125-240 -0-125 -0.3% 125-240
Close 126-160 125-290 -0-190 -0.5% 125-290
Range 0-160 0-285 0-125 78.1% 1-235
ATR 0-162 0-170 0-009 5.5% 0-000
Volume 1,126,587 1,646,738 520,151 46.2% 6,619,483
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 128-247 128-073 126-127
R3 127-282 127-108 126-048
R2 126-317 126-317 126-022
R1 126-143 126-143 125-316 126-088
PP 126-032 126-032 126-032 126-004
S1 125-178 125-178 125-264 125-122
S2 125-067 125-067 125-238
S3 124-102 124-213 125-212
S4 123-137 123-248 125-133
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 131-187 130-153 126-275
R3 129-272 128-238 126-123
R2 128-037 128-037 126-072
R1 127-003 127-003 126-021 126-222
PP 126-122 126-122 126-122 126-071
S1 125-088 125-088 125-239 124-308
S2 124-207 124-207 125-188
S3 122-292 123-173 125-137
S4 121-057 121-258 124-305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-155 125-240 1-235 1.4% 0-192 0.5% 9% False True 1,323,896
10 127-155 125-220 1-255 1.4% 0-163 0.4% 12% False False 1,106,644
20 127-155 125-050 2-105 1.8% 0-163 0.4% 32% False False 564,288
40 129-280 125-050 4-230 3.7% 0-190 0.5% 16% False False 283,520
60 129-280 122-210 7-070 5.7% 0-154 0.4% 45% False False 189,180
80 129-280 122-210 7-070 5.7% 0-116 0.3% 45% False False 141,886
100 129-280 122-210 7-070 5.7% 0-093 0.2% 45% False False 113,509
120 129-280 122-110 7-170 6.0% 0-079 0.2% 47% False False 94,591
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 0-038
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 130-136
2.618 128-311
1.618 128-026
1.000 127-170
0.618 127-061
HIGH 126-205
0.618 126-096
0.500 126-062
0.382 126-029
LOW 125-240
0.618 125-064
1.000 124-275
1.618 124-099
2.618 123-134
4.250 121-309
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 126-062 126-062
PP 126-032 126-032
S1 126-001 126-001

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

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