ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 126-300 126-145 -0-155 -0.4% 127-200
High 127-075 126-250 -0-145 -0.4% 128-125
Low 126-100 126-090 -0-010 0.0% 126-090
Close 126-155 126-205 0-050 0.1% 126-205
Range 0-295 0-160 -0-135 -45.8% 2-035
ATR 0-221 0-217 -0-004 -2.0% 0-000
Volume 1,235,864 806,138 -429,726 -34.8% 6,190,450
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 128-022 127-273 126-293
R3 127-182 127-113 126-249
R2 127-022 127-022 126-234
R1 126-273 126-273 126-220 126-308
PP 126-182 126-182 126-182 126-199
S1 126-113 126-113 126-190 126-148
S2 126-022 126-022 126-176
S3 125-182 125-273 126-161
S4 125-022 125-113 126-117
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 133-138 132-047 127-256
R3 131-103 130-012 127-071
R2 129-068 129-068 127-009
R1 127-297 127-297 126-267 127-165
PP 127-033 127-033 127-033 126-288
S1 125-262 125-262 126-143 125-130
S2 124-318 124-318 126-081
S3 122-283 123-227 126-019
S4 120-248 121-192 125-154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-125 126-090 2-035 1.7% 0-264 0.7% 17% False True 1,238,090
10 128-125 125-175 2-270 2.2% 0-258 0.6% 38% False False 1,306,514
20 128-125 125-175 2-270 2.2% 0-211 0.5% 38% False False 1,206,579
40 128-125 125-050 3-075 2.6% 0-179 0.4% 46% False False 609,653
60 129-280 123-110 6-170 5.2% 0-191 0.5% 50% False False 406,899
80 129-280 122-210 7-070 5.7% 0-148 0.4% 55% False False 305,200
100 129-280 122-210 7-070 5.7% 0-119 0.3% 55% False False 244,160
120 129-280 122-110 7-170 5.9% 0-101 0.2% 57% False False 203,467
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 0-054
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 128-290
2.618 128-029
1.618 127-189
1.000 127-090
0.618 127-029
HIGH 126-250
0.618 126-189
0.500 126-170
0.382 126-151
LOW 126-090
0.618 125-311
1.000 125-250
1.618 125-151
2.618 124-311
4.250 124-050
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 126-193 127-020
PP 126-182 126-295
S1 126-170 126-250

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

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