ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 126-065 126-205 0-140 0.3% 127-065
High 126-280 127-070 0-110 0.3% 127-155
Low 126-035 126-160 0-125 0.3% 125-240
Close 126-190 127-030 0-160 0.4% 125-290
Range 0-245 0-230 -0-015 -6.1% 1-235
ATR 0-182 0-185 0-003 1.9% 0-000
Volume 1,471,195 1,284,141 -187,054 -12.7% 6,619,483
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 129-030 128-260 127-156
R3 128-120 128-030 127-093
R2 127-210 127-210 127-072
R1 127-120 127-120 127-051 127-165
PP 126-300 126-300 126-300 127-002
S1 126-210 126-210 127-009 126-255
S2 126-070 126-070 126-308
S3 125-160 125-300 126-287
S4 124-250 125-070 126-224
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
5 127-070 125-175 1-215 1.3% 0-237 0.6% 93% True False 1,322,423
10 127-155 125-175 1-300 1.5% 0-198 0.5% 80% False False 1,237,974
20 127-155 125-140 2-015 1.6% 0-170 0.4% 81% False False 754,929
40 129-280 125-050 4-230 3.7% 0-198 0.5% 41% False False 379,434
60 129-280 122-210 7-070 5.7% 0-166 0.4% 61% False False 253,159
80 129-280 122-210 7-070 5.7% 0-125 0.3% 61% False False 189,871
100 129-280 122-210 7-070 5.7% 0-100 0.2% 61% False False 151,897
120 129-280 122-110 7-170 5.9% 0-086 0.2% 63% False False 126,581
Crabel Price Patterns
NR True
NR4 True
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 0-042
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130-088
2.618 129-032
1.618 128-122
1.000 127-300
0.618 127-212
HIGH 127-070
0.618 126-302
0.500 126-275
0.382 126-248
LOW 126-160
0.618 126-018
1.000 125-250
1.618 125-108
2.618 124-198
4.250 123-142
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 127-005 126-274
PP 126-300 126-198
S1 126-275 126-122

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

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