ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 125-315 125-315 0-000 0.0% 126-220
High 126-060 126-035 -0-025 -0.1% 126-265
Low 125-210 125-295 0-085 0.2% 125-210
Close 125-305 126-005 0-020 0.0% 126-005
Range 0-170 0-060 -0-110 -64.7% 1-055
ATR 0-211 0-200 -0-011 -5.1% 0-000
Volume 341,493 165,055 -176,438 -51.7% 1,481,994
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 126-185 126-155 126-038
R3 126-125 126-095 126-022
R2 126-065 126-065 126-016
R1 126-035 126-035 126-010 126-050
PP 126-005 126-005 126-005 126-012
S1 125-295 125-295 126-000 125-310
S2 125-265 125-265 125-314
S3 125-205 125-235 125-308
S4 125-145 125-175 125-292
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 129-218 129-007 126-211
R3 128-163 127-272 126-108
R2 127-108 127-108 126-074
R1 126-217 126-217 126-039 126-135
PP 126-053 126-053 126-053 126-012
S1 125-162 125-162 125-291 125-080
S2 124-318 124-318 125-256
S3 123-263 124-107 125-222
S4 122-208 123-052 125-119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-265 125-210 1-055 0.9% 0-155 0.4% 31% False False 457,626
10 128-125 125-210 2-235 2.2% 0-221 0.5% 13% False False 919,770
20 128-125 125-175 2-270 2.3% 0-216 0.5% 16% False False 1,094,834
40 128-125 125-050 3-075 2.6% 0-180 0.4% 27% False False 646,510
60 129-280 123-280 6-000 4.8% 0-195 0.5% 36% False False 431,576
80 129-280 122-210 7-070 5.7% 0-156 0.4% 47% False False 323,725
100 129-280 122-210 7-070 5.7% 0-125 0.3% 47% False False 258,980
120 129-280 122-210 7-070 5.7% 0-105 0.3% 47% False False 215,817
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 126-290
2.618 126-192
1.618 126-132
1.000 126-095
0.618 126-072
HIGH 126-035
0.618 126-012
0.500 126-005
0.382 125-318
LOW 125-295
0.618 125-258
1.000 125-235
1.618 125-198
2.618 125-138
4.250 125-040
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 126-005 126-072
PP 126-005 126-050
S1 126-005 126-028

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

View Archives - Comment on this page... - Back to Index of Symbols