ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 126-220 126-230 0-010 0.0% 127-200
High 126-265 126-255 -0-010 0.0% 128-125
Low 126-165 125-290 -0-195 -0.5% 126-090
Close 126-225 126-000 -0-225 -0.6% 126-205
Range 0-100 0-285 0-185 185.0% 2-035
ATR 0-209 0-214 0-005 2.6% 0-000
Volume 427,537 547,909 120,372 28.2% 6,190,450
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 128-290 128-110 126-157
R3 128-005 127-145 126-078
R2 127-040 127-040 126-052
R1 126-180 126-180 126-026 126-128
PP 126-075 126-075 126-075 126-049
S1 125-215 125-215 125-294 125-162
S2 125-110 125-110 125-268
S3 124-145 124-250 125-242
S4 123-180 123-285 125-163
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
5 127-270 125-290 1-300 1.5% 0-225 0.6% 5% False True 862,894
10 128-125 125-290 2-155 2.0% 0-246 0.6% 4% False True 1,148,594
20 128-125 125-175 2-270 2.3% 0-218 0.5% 16% False False 1,227,080
40 128-125 125-050 3-075 2.6% 0-184 0.5% 26% False False 633,952
60 129-280 123-190 6-090 5.0% 0-195 0.5% 38% False False 423,136
80 129-280 122-210 7-070 5.7% 0-153 0.4% 46% False False 317,393
100 129-280 122-210 7-070 5.7% 0-123 0.3% 46% False False 253,915
120 129-280 122-170 7-110 5.8% 0-103 0.3% 47% False False 211,596
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-048
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-186
2.618 129-041
1.618 128-076
1.000 127-220
0.618 127-111
HIGH 126-255
0.618 126-146
0.500 126-112
0.382 126-079
LOW 125-290
0.618 125-114
1.000 125-005
1.618 124-149
2.618 123-184
4.250 122-039
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 126-112 126-118
PP 126-075 126-078
S1 126-038 126-039

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

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