ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 127-050 127-240 0-190 0.5% 126-000
High 127-270 129-035 1-085 1.0% 127-105
Low 127-015 127-235 0-220 0.5% 125-310
Close 127-245 128-115 0-190 0.5% 127-050
Range 0-255 1-120 0-185 72.5% 1-115
ATR 0-196 0-214 0-017 8.9% 0-000
Volume 901,819 1,739,806 837,987 92.9% 1,891,458
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 132-168 131-262 129-037
R3 131-048 130-142 128-236
R2 129-248 129-248 128-196
R1 129-022 129-022 128-155 129-135
PP 128-128 128-128 128-128 128-185
S1 127-222 127-222 128-075 128-015
S2 127-008 127-008 128-034
S3 125-208 126-102 127-314
S4 124-088 124-302 127-193
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
5 129-035 126-120 2-235 2.1% 0-238 0.6% 73% True False 819,775
10 129-035 125-210 3-145 2.7% 0-197 0.5% 78% True False 601,507
20 129-035 125-175 3-180 2.8% 0-228 0.6% 79% True False 954,011
40 129-035 125-050 3-305 3.1% 0-195 0.5% 81% True False 759,149
60 129-280 125-050 4-230 3.7% 0-202 0.5% 68% False False 507,017
80 129-280 122-210 7-070 5.6% 0-172 0.4% 79% False False 380,388
100 129-280 122-210 7-070 5.6% 0-138 0.3% 79% False False 304,311
120 129-280 122-210 7-070 5.6% 0-115 0.3% 79% False False 253,592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 134-305
2.618 132-227
1.618 131-107
1.000 130-155
0.618 129-307
HIGH 129-035
0.618 128-187
0.500 128-135
0.382 128-083
LOW 127-235
0.618 126-283
1.000 126-115
1.618 125-163
2.618 124-043
4.250 121-285
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 128-135 128-051
PP 128-128 127-307
S1 128-122 127-242

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

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