ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 125-315 126-000 0-005 0.0% 126-220
High 126-035 126-155 0-120 0.3% 126-265
Low 125-295 125-310 0-015 0.0% 125-210
Close 126-005 126-125 0-120 0.3% 126-005
Range 0-060 0-165 0-105 175.0% 1-055
ATR 0-200 0-198 -0-003 -1.3% 0-000
Volume 165,055 434,205 269,150 163.1% 1,481,994
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 127-265 127-200 126-216
R3 127-100 127-035 126-170
R2 126-255 126-255 126-155
R1 126-190 126-190 126-140 126-222
PP 126-090 126-090 126-090 126-106
S1 126-025 126-025 126-110 126-058
S2 125-245 125-245 126-095
S3 125-080 125-180 126-080
S4 124-235 125-015 126-034
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% 0-156 0.4% 63% False False 383,239
10 128-125 125-210 2-235 2.2% 0-210 0.5% 27% False False 810,664
20 128-125 125-175 2-270 2.2% 0-216 0.5% 30% False False 1,080,041
40 128-125 125-050 3-075 2.6% 0-181 0.4% 38% False False 657,253
60 129-280 123-280 6-000 4.7% 0-196 0.5% 42% False False 438,782
80 129-280 122-210 7-070 5.7% 0-158 0.4% 52% False False 329,153
100 129-280 122-210 7-070 5.7% 0-127 0.3% 52% False False 263,322
120 129-280 122-210 7-070 5.7% 0-106 0.3% 52% False False 219,435
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 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-216
2.618 127-267
1.618 127-102
1.000 127-000
0.618 126-257
HIGH 126-155
0.618 126-092
0.500 126-072
0.382 126-053
LOW 125-310
0.618 125-208
1.000 125-145
1.618 125-043
2.618 124-198
4.250 123-249
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 126-108 126-091
PP 126-090 126-057
S1 126-072 126-022

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

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