ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 126-230 125-315 -0-235 -0.6% 127-200
High 126-255 126-060 -0-195 -0.5% 128-125
Low 125-290 125-210 -0-080 -0.2% 126-090
Close 126-000 125-305 -0-015 0.0% 126-205
Range 0-285 0-170 -0-115 -40.4% 2-035
ATR 0-214 0-211 -0-003 -1.5% 0-000
Volume 547,909 341,493 -206,416 -37.7% 6,190,450
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 127-168 127-087 126-078
R3 126-318 126-237 126-032
R2 126-148 126-148 126-016
R1 126-067 126-067 126-001 126-022
PP 125-298 125-298 125-298 125-276
S1 125-217 125-217 125-289 125-172
S2 125-128 125-128 125-274
S3 124-278 125-047 125-258
S4 124-108 124-197 125-212
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
5 127-075 125-210 1-185 1.3% 0-202 0.5% 19% False True 671,788
10 128-125 125-210 2-235 2.2% 0-240 0.6% 11% False True 1,054,329
20 128-125 125-175 2-270 2.3% 0-219 0.5% 14% False False 1,146,151
40 128-125 125-050 3-075 2.6% 0-185 0.5% 25% False False 642,469
60 129-280 123-280 6-000 4.8% 0-198 0.5% 35% False False 428,827
80 129-280 122-210 7-070 5.7% 0-155 0.4% 46% False False 321,662
100 129-280 122-210 7-070 5.7% 0-124 0.3% 46% False False 257,330
120 129-280 122-210 7-070 5.7% 0-104 0.3% 46% False False 214,441
Crabel Price Patterns
NR True
NR4 False
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 0-050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-142
2.618 127-185
1.618 127-015
1.000 126-230
0.618 126-165
HIGH 126-060
0.618 125-315
0.500 125-295
0.382 125-275
LOW 125-210
0.618 125-105
1.000 125-040
1.618 124-255
2.618 124-085
4.250 123-128
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 125-302 126-078
PP 125-298 126-047
S1 125-295 126-016

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

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