ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 126-205 127-030 0-145 0.4% 127-065
High 127-070 127-120 0-050 0.1% 127-155
Low 126-160 126-190 0-030 0.1% 125-240
Close 127-030 126-280 -0-070 -0.2% 125-290
Range 0-230 0-250 0-020 8.7% 1-235
ATR 0-185 0-190 0-005 2.5% 0-000
Volume 1,284,141 1,510,648 226,507 17.6% 6,619,483
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 129-093 128-277 127-098
R3 128-163 128-027 127-029
R2 127-233 127-233 127-006
R1 127-097 127-097 126-303 127-040
PP 126-303 126-303 126-303 126-275
S1 126-167 126-167 126-257 126-110
S2 126-053 126-053 126-234
S3 125-123 125-237 126-211
S4 124-193 124-307 126-142
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
5 127-120 125-175 1-265 1.4% 0-255 0.6% 73% True False 1,399,235
10 127-155 125-175 1-300 1.5% 0-212 0.5% 69% False False 1,269,898
20 127-155 125-150 2-005 1.6% 0-176 0.4% 70% False False 830,392
40 128-200 125-050 3-150 2.7% 0-179 0.4% 50% False False 417,146
60 129-280 122-210 7-070 5.7% 0-170 0.4% 58% False False 278,336
80 129-280 122-210 7-070 5.7% 0-128 0.3% 58% False False 208,754
100 129-280 122-210 7-070 5.7% 0-103 0.3% 58% False False 167,003
120 129-280 122-110 7-170 5.9% 0-088 0.2% 60% False False 139,170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-050
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-222
2.618 129-134
1.618 128-204
1.000 128-050
0.618 127-274
HIGH 127-120
0.618 127-024
0.500 126-315
0.382 126-286
LOW 126-190
0.618 126-036
1.000 125-260
1.618 125-106
2.618 124-176
4.250 123-088
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 126-315 126-266
PP 126-303 126-252
S1 126-292 126-238

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

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