ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 126-295 127-200 0-225 0.6% 125-270
High 127-245 127-280 0-035 0.1% 127-245
Low 126-290 127-060 0-090 0.2% 125-175
Close 127-175 127-080 -0-095 -0.2% 127-175
Range 0-275 0-220 -0-055 -20.0% 2-070
ATR 0-197 0-198 0-002 0.8% 0-000
Volume 1,525,258 1,391,355 -133,903 -8.8% 6,874,698
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 129-160 129-020 127-201
R3 128-260 128-120 127-140
R2 128-040 128-040 127-120
R1 127-220 127-220 127-100 127-180
PP 127-140 127-140 127-140 127-120
S1 127-000 127-000 127-060 126-280
S2 126-240 126-240 127-040
S3 126-020 126-100 127-020
S4 125-120 125-200 126-279
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 133-195 132-255 128-246
R3 131-125 130-185 128-050
R2 129-055 129-055 127-305
R1 128-115 128-115 127-240 128-245
PP 126-305 126-305 126-305 127-050
S1 126-045 126-045 127-110 126-175
S2 124-235 124-235 127-045
S3 122-165 123-295 126-300
S4 120-095 121-225 126-104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-280 126-035 1-245 1.4% 0-244 0.6% 65% True False 1,436,519
10 127-280 125-175 2-105 1.8% 0-220 0.5% 73% True False 1,346,757
20 127-280 125-170 2-110 1.8% 0-185 0.5% 73% True False 974,764
40 127-280 125-050 2-230 2.1% 0-173 0.4% 77% True False 489,880
60 129-280 123-060 6-220 5.3% 0-177 0.4% 61% False False 326,946
80 129-280 122-210 7-070 5.7% 0-135 0.3% 64% False False 245,211
100 129-280 122-210 7-070 5.7% 0-108 0.3% 64% False False 196,169
120 129-280 122-110 7-170 5.9% 0-092 0.2% 65% False False 163,475
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 0-046
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 130-255
2.618 129-216
1.618 128-316
1.000 128-180
0.618 128-096
HIGH 127-280
0.618 127-196
0.500 127-170
0.382 127-144
LOW 127-060
0.618 126-244
1.000 126-160
1.618 126-024
2.618 125-124
4.250 124-085
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 127-170 127-078
PP 127-140 127-077
S1 127-110 127-075

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

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