ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 126-295 127-075 0-100 0.2% 127-270
High 127-070 127-075 0-005 0.0% 128-020
Low 126-240 126-115 -0-125 -0.3% 126-115
Close 127-035 126-165 -0-190 -0.5% 126-165
Range 0-150 0-280 0-130 86.7% 1-225
ATR 0-167 0-175 0-008 4.9% 0-000
Volume 44,798 38,300 -6,498 -14.5% 519,880
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 129-105 128-255 126-319
R3 128-145 127-295 126-242
R2 127-185 127-185 126-216
R1 127-015 127-015 126-191 126-280
PP 126-225 126-225 126-225 126-198
S1 126-055 126-055 126-139 126-000
S2 125-265 125-265 126-114
S3 124-305 125-095 126-088
S4 124-025 124-135 126-011
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 132-028 131-002 127-145
R3 130-123 129-097 126-315
R2 128-218 128-218 126-265
R1 127-192 127-192 126-215 127-092
PP 126-313 126-313 126-313 126-264
S1 125-287 125-287 126-115 125-188
S2 125-088 125-088 126-065
S3 123-183 124-062 126-015
S4 121-278 122-157 125-185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-020 126-115 1-225 1.3% 0-185 0.5% 9% False True 103,976
10 128-020 126-115 1-225 1.3% 0-156 0.4% 9% False True 789,209
20 128-020 125-270 2-070 1.8% 0-161 0.4% 30% False False 924,744
40 130-170 125-270 4-220 3.7% 0-209 0.5% 14% False False 1,230,018
60 130-170 123-160 7-010 5.6% 0-196 0.5% 43% False False 1,306,795
80 130-170 123-160 7-010 5.6% 0-184 0.5% 43% False False 1,188,785
100 130-170 123-130 7-040 5.6% 0-179 0.4% 44% False False 952,872
120 130-170 122-210 7-280 6.2% 0-165 0.4% 49% False False 794,288
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 0-034
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 130-305
2.618 129-168
1.618 128-208
1.000 128-035
0.618 127-248
HIGH 127-075
0.618 126-288
0.500 126-255
0.382 126-222
LOW 126-115
0.618 125-262
1.000 125-155
1.618 124-302
2.618 124-022
4.250 122-205
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 126-255 126-255
PP 126-225 126-225
S1 126-195 126-195

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

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