ECBOT 10 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 127-120 128-035 0-235 0.6% 126-145
High 128-055 128-070 0-015 0.0% 128-055
Low 127-120 127-205 0-085 0.2% 126-060
Close 127-305 127-225 -0-080 -0.2% 127-305
Range 0-255 0-185 -0-070 -27.5% 1-315
ATR 0-193 0-192 -0-001 -0.3% 0-000
Volume 22,450 30,070 7,620 33.9% 118,616
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 129-188 129-072 128-007
R3 129-003 128-207 127-276
R2 128-138 128-138 127-259
R1 128-022 128-022 127-242 127-308
PP 127-273 127-273 127-273 127-256
S1 127-157 127-157 127-208 127-122
S2 127-088 127-088 127-191
S3 126-223 126-292 127-174
S4 126-038 126-107 127-123
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 133-125 132-210 129-014
R3 131-130 130-215 128-160
R2 129-135 129-135 128-101
R1 128-220 128-220 128-043 129-018
PP 127-140 127-140 127-140 127-199
S1 126-225 126-225 127-247 127-022
S2 125-145 125-145 127-189
S3 123-150 124-230 127-130
S4 121-155 122-235 126-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-070 126-225 1-165 1.2% 0-222 0.5% 66% True False 25,862
10 128-070 126-060 2-010 1.6% 0-202 0.5% 75% True False 43,145
20 128-070 126-060 2-010 1.6% 0-174 0.4% 75% True False 631,772
40 128-085 125-270 2-135 1.9% 0-179 0.4% 77% False False 900,367
60 130-170 124-010 6-160 5.1% 0-202 0.5% 56% False False 1,179,928
80 130-170 123-160 7-010 5.5% 0-189 0.5% 60% False False 1,187,317
100 130-170 123-130 7-040 5.6% 0-184 0.5% 60% False False 954,179
120 130-170 122-300 7-190 5.9% 0-172 0.4% 63% False False 795,518
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-024
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 130-216
2.618 129-234
1.618 129-049
1.000 128-255
0.618 128-184
HIGH 128-070
0.618 127-319
0.500 127-298
0.382 127-276
LOW 127-205
0.618 127-091
1.000 127-020
1.618 126-226
2.618 126-041
4.250 125-059
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 127-298 127-220
PP 127-273 127-215
S1 127-249 127-210

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

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