ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 128-250 129-035 0-105 0.3% 127-050
High 129-045 129-175 0-130 0.3% 129-035
Low 128-170 128-270 0-100 0.2% 127-015
Close 129-020 129-100 0-080 0.2% 128-185
Range 0-195 0-225 0-030 15.4% 2-020
ATR 0-212 0-213 0-001 0.4% 0-000
Volume 840,490 1,661,473 820,983 97.7% 6,517,000
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 131-110 131-010 129-224
R3 130-205 130-105 129-162
R2 129-300 129-300 129-141
R1 129-200 129-200 129-121 129-250
PP 129-075 129-075 129-075 129-100
S1 128-295 128-295 129-079 129-025
S2 128-170 128-170 129-059
S3 127-265 128-070 129-038
S4 127-040 127-165 128-296
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 134-138 133-182 129-228
R3 132-118 131-162 129-046
R2 130-098 130-098 128-306
R1 129-142 129-142 128-246 129-280
PP 128-078 128-078 128-078 128-148
S1 127-122 127-122 128-124 127-260
S2 126-058 126-058 128-064
S3 124-038 125-102 128-004
S4 122-018 123-082 127-142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-175 127-310 1-185 1.2% 0-203 0.5% 85% True False 1,275,467
10 129-175 126-120 3-055 2.5% 0-220 0.5% 93% True False 1,047,621
20 129-175 125-210 3-285 3.0% 0-215 0.5% 94% True False 929,143
40 129-175 125-150 4-025 3.2% 0-199 0.5% 94% True False 917,672
60 129-175 125-050 4-125 3.4% 0-188 0.5% 95% True False 613,146
80 129-280 122-250 7-030 5.5% 0-184 0.4% 92% False False 460,103
100 129-280 122-210 7-070 5.6% 0-149 0.4% 92% False False 368,084
120 129-280 122-210 7-070 5.6% 0-124 0.3% 92% False False 306,737
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-171
2.618 131-124
1.618 130-219
1.000 130-080
0.618 129-314
HIGH 129-175
0.618 129-089
0.500 129-062
0.382 129-036
LOW 128-270
0.618 128-131
1.000 128-045
1.618 127-226
2.618 127-001
4.250 125-274
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 129-088 129-046
PP 129-075 128-312
S1 129-062 128-258

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

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