ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 09-Dec-2014
Day Change Summary
Previous Current
08-Dec-2014 09-Dec-2014 Change Change % Previous Week
Open 125-270 126-065 0-115 0.3% 127-065
High 126-120 126-280 0-160 0.4% 127-155
Low 125-175 126-035 0-180 0.4% 125-240
Close 126-070 126-190 0-120 0.3% 125-290
Range 0-265 0-245 -0-020 -7.5% 1-235
ATR 0-177 0-182 0-005 2.7% 0-000
Volume 1,083,456 1,471,195 387,739 35.8% 6,619,483
Daily Pivots for day following 09-Dec-2014
Classic Woodie Camarilla DeMark
R4 128-263 128-152 127-005
R3 128-018 127-227 126-257
R2 127-093 127-093 126-235
R1 126-302 126-302 126-212 127-038
PP 126-168 126-168 126-168 126-196
S1 126-057 126-057 126-168 126-112
S2 125-243 125-243 126-145
S3 124-318 125-132 126-123
S4 124-073 124-207 126-055
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
5 126-280 125-175 1-105 1.0% 0-208 0.5% 79% True False 1,293,930
10 127-155 125-175 1-300 1.5% 0-191 0.5% 54% False False 1,305,567
20 127-155 125-120 2-035 1.7% 0-163 0.4% 58% False False 690,913
40 129-280 125-050 4-230 3.7% 0-195 0.5% 30% False False 347,335
60 129-280 122-210 7-070 5.7% 0-162 0.4% 55% False False 231,757
80 129-280 122-210 7-070 5.7% 0-122 0.3% 55% False False 173,819
100 129-280 122-210 7-070 5.7% 0-098 0.2% 55% False False 139,055
120 129-280 122-110 7-170 5.9% 0-084 0.2% 56% False False 115,880
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 0-040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-041
2.618 128-281
1.618 128-036
1.000 127-205
0.618 127-111
HIGH 126-280
0.618 126-186
0.500 126-158
0.382 126-129
LOW 126-035
0.618 125-204
1.000 125-110
1.618 124-279
2.618 124-034
4.250 122-274
Fisher Pivots for day following 09-Dec-2014
Pivot 1 day 3 day
R1 126-179 126-149
PP 126-168 126-108
S1 126-158 126-068

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

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