ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 126-200 125-270 -0-250 -0.6% 127-065
High 126-205 126-120 -0-085 -0.2% 127-155
Low 125-240 125-175 -0-065 -0.2% 125-240
Close 125-290 126-070 0-100 0.2% 125-290
Range 0-285 0-265 -0-020 -7.0% 1-235
ATR 0-170 0-177 0-007 4.0% 0-000
Volume 1,646,738 1,083,456 -563,282 -34.2% 6,619,483
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 128-170 128-065 126-216
R3 127-225 127-120 126-143
R2 126-280 126-280 126-119
R1 126-175 126-175 126-094 126-228
PP 126-015 126-015 126-015 126-041
S1 125-230 125-230 126-046 125-282
S2 125-070 125-070 126-021
S3 124-125 124-285 125-317
S4 123-180 124-020 125-244
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 131-187 130-153 126-275
R3 129-272 128-238 126-123
R2 128-037 128-037 126-072
R1 127-003 127-003 126-021 126-222
PP 126-122 126-122 126-122 126-071
S1 125-088 125-088 125-239 124-308
S2 124-207 124-207 125-188
S3 122-292 123-173 125-137
S4 121-057 121-258 124-305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-265 125-175 1-090 1.0% 0-195 0.5% 52% False True 1,256,994
10 127-155 125-175 1-300 1.5% 0-178 0.4% 35% False True 1,190,524
20 127-155 125-120 2-035 1.7% 0-163 0.4% 40% False False 617,838
40 129-280 125-050 4-230 3.7% 0-194 0.5% 23% False False 310,595
60 129-280 122-210 7-070 5.7% 0-158 0.4% 49% False False 207,238
80 129-280 122-210 7-070 5.7% 0-119 0.3% 49% False False 155,429
100 129-280 122-210 7-070 5.7% 0-096 0.2% 49% False False 124,343
120 129-280 122-110 7-170 6.0% 0-082 0.2% 51% False False 103,620
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-286
2.618 128-174
1.618 127-229
1.000 127-065
0.618 126-284
HIGH 126-120
0.618 126-019
0.500 125-308
0.382 125-276
LOW 125-175
0.618 125-011
1.000 124-230
1.618 124-066
2.618 123-121
4.250 122-009
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 126-042 126-057
PP 126-015 126-043
S1 125-308 126-030

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

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