ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 31-Dec-2014
Day Change Summary
Previous Current
30-Dec-2014 31-Dec-2014 Change Change % Previous Week
Open 126-120 126-195 0-075 0.2% 126-220
High 126-240 126-260 0-020 0.0% 126-265
Low 126-120 126-180 0-060 0.1% 125-210
Close 126-185 126-255 0-070 0.2% 126-005
Range 0-120 0-080 -0-040 -33.3% 1-055
ATR 0-192 0-184 -0-008 -4.2% 0-000
Volume 419,043 270,132 -148,911 -35.5% 1,481,994
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 127-152 127-123 126-299
R3 127-072 127-043 126-277
R2 126-312 126-312 126-270
R1 126-283 126-283 126-262 126-298
PP 126-232 126-232 126-232 126-239
S1 126-203 126-203 126-248 126-218
S2 126-152 126-152 126-240
S3 126-072 126-123 126-233
S4 125-312 126-043 126-211
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 129-218 129-007 126-211
R3 128-163 127-272 126-108
R2 127-108 127-108 126-074
R1 126-217 126-217 126-039 126-135
PP 126-053 126-053 126-053 126-012
S1 125-162 125-162 125-291 125-080
S2 124-318 124-318 125-256
S3 123-263 124-107 125-222
S4 122-208 123-052 125-119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-260 125-210 1-050 0.9% 0-119 0.3% 99% True False 325,985
10 127-270 125-210 2-060 1.7% 0-172 0.4% 52% False False 594,439
20 128-125 125-175 2-270 2.2% 0-205 0.5% 44% False False 979,276
40 128-125 125-050 3-075 2.6% 0-180 0.4% 51% False False 674,267
60 129-280 124-150 5-130 4.3% 0-195 0.5% 43% False False 450,250
80 129-280 122-210 7-070 5.7% 0-160 0.4% 57% False False 337,767
100 129-280 122-210 7-070 5.7% 0-129 0.3% 57% False False 270,214
120 129-280 122-210 7-070 5.7% 0-107 0.3% 57% False False 225,178
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-280
2.618 127-149
1.618 127-069
1.000 127-020
0.618 126-309
HIGH 126-260
0.618 126-229
0.500 126-220
0.382 126-211
LOW 126-180
0.618 126-131
1.000 126-100
1.618 126-051
2.618 125-291
4.250 125-160
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 126-243 126-212
PP 126-232 126-168
S1 126-220 126-125

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

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