ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 119-150 119-222 0-072 0.2% 120-082
High 119-252 119-310 0-058 0.2% 120-162
Low 119-150 119-197 0-047 0.1% 119-097
Close 119-197 119-287 0-090 0.2% 119-110
Range 0-102 0-113 0-011 10.8% 1-065
ATR 0-110 0-110 0-000 0.2% 0-000
Volume 11,060 4,902 -6,158 -55.7% 266,305
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 120-284 120-238 120-029
R3 120-171 120-125 119-318
R2 120-058 120-058 119-308
R1 120-012 120-012 119-297 120-035
PP 119-265 119-265 119-265 119-276
S1 119-219 119-219 119-277 119-242
S2 119-152 119-152 119-266
S3 119-039 119-106 119-256
S4 118-246 118-313 119-225
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 123-105 122-172 120-002
R3 122-040 121-107 119-216
R2 120-295 120-295 119-181
R1 120-042 120-042 119-145 119-296
PP 119-230 119-230 119-230 119-196
S1 118-297 118-297 119-075 118-231
S2 118-165 118-165 119-039
S3 117-100 117-232 119-004
S4 116-035 116-167 118-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-027 119-045 0-302 0.8% 0-131 0.3% 80% False False 16,230
10 120-162 119-045 1-117 1.1% 0-109 0.3% 55% False False 140,931
20 120-162 119-045 1-117 1.1% 0-097 0.3% 55% False False 439,690
40 121-225 119-015 2-210 2.2% 0-122 0.3% 32% False False 602,798
60 121-225 117-210 4-015 3.4% 0-120 0.3% 55% False False 685,805
80 121-225 117-210 4-015 3.4% 0-110 0.3% 55% False False 666,481
100 121-225 117-210 4-015 3.4% 0-104 0.3% 55% False False 534,149
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 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-150
2.618 120-286
1.618 120-173
1.000 120-103
0.618 120-060
HIGH 119-310
0.618 119-267
0.500 119-254
0.382 119-240
LOW 119-197
0.618 119-127
1.000 119-084
1.618 119-014
2.618 118-221
4.250 118-037
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 119-276 119-250
PP 119-265 119-214
S1 119-254 119-178

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

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