ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 129-035 129-085 0-050 0.1% 127-050
High 129-175 130-075 0-220 0.5% 129-035
Low 128-270 129-065 0-115 0.3% 127-015
Close 129-100 129-245 0-145 0.4% 128-185
Range 0-225 1-010 0-105 46.7% 2-020
ATR 0-213 0-221 0-008 3.9% 0-000
Volume 1,661,473 1,993,923 332,450 20.0% 6,517,000
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 132-265 132-105 130-106
R3 131-255 131-095 130-016
R2 130-245 130-245 129-306
R1 130-085 130-085 129-275 130-165
PP 129-235 129-235 129-235 129-275
S1 129-075 129-075 129-215 129-155
S2 128-225 128-225 129-184
S3 127-215 128-065 129-154
S4 126-205 127-055 129-064
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
5 130-075 127-310 2-085 1.7% 0-226 0.5% 79% True False 1,377,900
10 130-075 126-130 3-265 3.0% 0-242 0.6% 88% True False 1,205,109
20 130-075 125-210 4-185 3.5% 0-221 0.5% 90% True False 959,271
40 130-075 125-170 4-225 3.6% 0-203 0.5% 90% True False 967,018
60 130-075 125-050 5-025 3.9% 0-189 0.5% 91% True False 646,344
80 130-075 123-060 7-015 5.4% 0-188 0.5% 93% True False 485,027
100 130-075 122-210 7-185 5.8% 0-152 0.4% 94% True False 388,023
120 130-075 122-210 7-185 5.8% 0-127 0.3% 94% True False 323,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 134-198
2.618 132-299
1.618 131-289
1.000 131-085
0.618 130-279
HIGH 130-075
0.618 129-269
0.500 129-230
0.382 129-191
LOW 129-065
0.618 128-181
1.000 128-055
1.618 127-171
2.618 126-161
4.250 124-262
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 129-240 129-204
PP 129-235 129-163
S1 129-230 129-122

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.