ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 126-145 126-220 0-075 0.2% 127-200
High 126-250 126-265 0-015 0.0% 128-125
Low 126-090 126-165 0-075 0.2% 126-090
Close 126-205 126-225 0-020 0.0% 126-205
Range 0-160 0-100 -0-060 -37.5% 2-035
ATR 0-217 0-209 -0-008 -3.9% 0-000
Volume 806,138 427,537 -378,601 -47.0% 6,190,450
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 127-198 127-152 126-280
R3 127-098 127-052 126-252
R2 126-318 126-318 126-243
R1 126-272 126-272 126-234 126-295
PP 126-218 126-218 126-218 126-230
S1 126-172 126-172 126-216 126-195
S2 126-118 126-118 126-207
S3 126-018 126-072 126-198
S4 125-238 125-292 126-170
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% 0-240 0.6% 20% False False 1,045,326
10 128-125 126-035 2-090 1.8% 0-242 0.6% 26% False False 1,240,922
20 128-125 125-175 2-270 2.2% 0-210 0.5% 41% False False 1,215,723
40 128-125 125-050 3-075 2.6% 0-179 0.4% 48% False False 620,278
60 129-280 123-190 6-090 5.0% 0-190 0.5% 50% False False 414,008
80 129-280 122-210 7-070 5.7% 0-150 0.4% 56% False False 310,544
100 129-280 122-210 7-070 5.7% 0-120 0.3% 56% False False 248,436
120 129-280 122-110 7-170 5.9% 0-101 0.2% 58% False False 207,030
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 0-049
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 128-050
2.618 127-207
1.618 127-107
1.000 127-045
0.618 127-007
HIGH 126-265
0.618 126-227
0.500 126-215
0.382 126-203
LOW 126-165
0.618 126-103
1.000 126-065
1.618 126-003
2.618 125-223
4.250 125-060
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 126-222 126-242
PP 126-218 126-237
S1 126-215 126-231

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

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