ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 30-Dec-2014
Day Change Summary
Previous Current
29-Dec-2014 30-Dec-2014 Change Change % Previous Week
Open 126-000 126-120 0-120 0.3% 126-220
High 126-155 126-240 0-085 0.2% 126-265
Low 125-310 126-120 0-130 0.3% 125-210
Close 126-125 126-185 0-060 0.1% 126-005
Range 0-165 0-120 -0-045 -27.3% 1-055
ATR 0-198 0-192 -0-006 -2.8% 0-000
Volume 434,205 419,043 -15,162 -3.5% 1,481,994
Daily Pivots for day following 30-Dec-2014
Classic Woodie Camarilla DeMark
R4 127-222 127-163 126-251
R3 127-102 127-043 126-218
R2 126-302 126-302 126-207
R1 126-243 126-243 126-196 126-272
PP 126-182 126-182 126-182 126-196
S1 126-123 126-123 126-174 126-152
S2 126-062 126-062 126-163
S3 125-262 126-003 126-152
S4 125-142 125-203 126-119
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
5 126-255 125-210 1-045 0.9% 0-160 0.4% 81% False False 381,541
10 128-125 125-210 2-235 2.2% 0-200 0.5% 34% False False 713,433
20 128-125 125-175 2-270 2.2% 0-210 0.5% 36% False False 1,030,095
40 128-125 125-050 3-075 2.6% 0-183 0.5% 44% False False 667,621
60 129-280 124-080 5-200 4.4% 0-196 0.5% 41% False False 445,756
80 129-280 122-210 7-070 5.7% 0-159 0.4% 54% False False 334,391
100 129-280 122-210 7-070 5.7% 0-128 0.3% 54% False False 267,513
120 129-280 122-210 7-070 5.7% 0-106 0.3% 54% False False 222,927
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 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-110
2.618 127-234
1.618 127-114
1.000 127-040
0.618 126-314
HIGH 126-240
0.618 126-194
0.500 126-180
0.382 126-166
LOW 126-120
0.618 126-046
1.000 126-000
1.618 125-246
2.618 125-126
4.250 124-250
Fisher Pivots for day following 30-Dec-2014
Pivot 1 day 3 day
R1 126-183 126-159
PP 126-182 126-133
S1 126-180 126-108

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

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