ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 126-105 126-000 -0-105 -0.3% 126-135
High 126-150 126-240 0-090 0.2% 126-240
Low 125-290 125-270 -0-020 0.0% 125-270
Close 126-020 126-210 0-190 0.5% 126-210
Range 0-180 0-290 0-110 61.1% 0-290
ATR 0-211 0-217 0-006 2.7% 0-000
Volume 1,163,268 1,605,186 441,918 38.0% 6,006,996
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 129-043 128-257 127-050
R3 128-073 127-287 126-290
R2 127-103 127-103 126-263
R1 126-317 126-317 126-237 127-050
PP 126-133 126-133 126-133 126-160
S1 126-027 126-027 126-183 126-080
S2 125-163 125-163 126-157
S3 124-193 125-057 126-130
S4 123-223 124-087 126-050
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 129-043 128-257 127-050
R3 128-073 127-287 126-290
R2 127-103 127-103 126-263
R1 126-317 126-317 126-237 127-050
PP 126-133 126-133 126-133 126-160
S1 126-027 126-027 126-183 126-080
S2 125-163 125-163 126-157
S3 124-193 125-057 126-130
S4 123-223 124-087 126-050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-240 125-270 0-290 0.7% 0-186 0.5% 90% True True 1,201,399
10 127-080 125-270 1-130 1.1% 0-178 0.4% 58% False True 1,200,250
20 130-170 125-270 4-220 3.7% 0-262 0.6% 17% False True 1,545,481
40 130-170 123-160 7-010 5.6% 0-216 0.5% 45% False False 1,498,407
60 130-170 123-160 7-010 5.6% 0-194 0.5% 45% False False 1,303,342
80 130-170 123-130 7-040 5.6% 0-184 0.5% 46% False False 979,955
100 130-170 122-300 7-190 6.0% 0-166 0.4% 49% False False 784,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 130-192
2.618 129-039
1.618 128-069
1.000 127-210
0.618 127-099
HIGH 126-240
0.618 126-129
0.500 126-095
0.382 126-061
LOW 125-270
0.618 125-091
1.000 124-300
1.618 124-121
2.618 123-151
4.250 121-318
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 126-172 126-172
PP 126-133 126-133
S1 126-095 126-095

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

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