ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 126-195 127-050 0-175 0.4% 126-000
High 127-105 127-270 0-165 0.4% 127-105
Low 126-130 127-015 0-205 0.5% 125-310
Close 127-050 127-245 0-195 0.5% 127-050
Range 0-295 0-255 -0-040 -13.6% 1-115
ATR 0-192 0-196 0-005 2.3% 0-000
Volume 768,078 901,819 133,741 17.4% 1,891,458
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 129-302 129-208 128-065
R3 129-047 128-273 127-315
R2 128-112 128-112 127-292
R1 128-018 128-018 127-268 128-065
PP 127-177 127-177 127-177 127-200
S1 127-083 127-083 127-222 127-130
S2 126-242 126-242 127-198
S3 125-307 126-148 127-175
S4 125-052 125-213 127-105
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 130-287 130-123 127-289
R3 129-172 129-008 127-170
R2 128-057 128-057 127-130
R1 127-213 127-213 127-090 127-295
PP 126-262 126-262 126-262 126-302
S1 126-098 126-098 127-010 126-180
S2 125-147 125-147 126-290
S3 124-032 124-303 126-250
S4 122-237 123-188 126-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-270 125-310 1-280 1.5% 0-183 0.4% 96% True False 558,655
10 127-270 125-210 2-060 1.7% 0-169 0.4% 96% True False 508,140
20 128-125 125-175 2-270 2.2% 0-220 0.5% 78% False False 949,357
40 128-125 125-050 3-075 2.5% 0-188 0.5% 81% False False 715,792
60 129-280 125-050 4-230 3.7% 0-198 0.5% 55% False False 478,049
80 129-280 122-210 7-070 5.6% 0-167 0.4% 71% False False 358,641
100 129-280 122-210 7-070 5.6% 0-134 0.3% 71% False False 286,913
120 129-280 122-210 7-070 5.6% 0-112 0.3% 71% False False 239,094
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-074
2.618 129-298
1.618 129-043
1.000 128-205
0.618 128-108
HIGH 127-270
0.618 127-173
0.500 127-142
0.382 127-112
LOW 127-015
0.618 126-177
1.000 126-080
1.618 125-242
2.618 124-307
4.250 123-211
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 127-211 127-177
PP 127-177 127-108
S1 127-142 127-040

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

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