ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 129-190 130-240 1-050 0.9% 128-250
High 130-300 130-300 0-000 0.0% 130-300
Low 129-065 129-235 0-170 0.4% 128-170
Close 130-110 129-275 -0-155 -0.4% 129-275
Range 1-235 1-065 -0-170 -30.6% 2-130
ATR 0-245 0-255 0-010 4.1% 0-000
Volume 1,876,323 1,609,859 -266,464 -14.2% 7,982,068
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 133-252 133-008 130-167
R3 132-187 131-263 130-061
R2 131-122 131-122 130-026
R1 130-198 130-198 129-310 130-128
PP 130-057 130-057 130-057 130-021
S1 129-133 129-133 129-240 129-062
S2 128-312 128-312 129-204
S3 127-247 128-068 129-169
S4 126-182 127-003 129-063
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 136-318 135-267 131-058
R3 134-188 133-137 130-167
R2 132-058 132-058 130-096
R1 131-007 131-007 130-026 131-192
PP 129-248 129-248 129-248 130-021
S1 128-197 128-197 129-204 129-062
S2 127-118 127-118 129-134
S3 124-308 126-067 129-063
S4 122-178 123-257 128-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-300 128-170 2-130 1.9% 1-018 0.8% 55% True False 1,596,413
10 130-300 127-015 3-285 3.0% 0-298 0.7% 72% True False 1,449,906
20 130-300 125-210 5-090 4.1% 0-236 0.6% 80% True False 995,726
40 130-300 125-170 5-130 4.2% 0-219 0.5% 80% True False 1,052,672
60 130-300 125-050 5-250 4.5% 0-198 0.5% 81% True False 704,372
80 130-300 123-070 7-230 5.9% 0-198 0.5% 86% True False 528,601
100 130-300 122-210 8-090 6.4% 0-161 0.4% 87% True False 422,885
120 130-300 122-210 8-090 6.4% 0-134 0.3% 87% True False 352,404
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 0-050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-016
2.618 134-028
1.618 132-283
1.000 132-045
0.618 131-218
HIGH 130-300
0.618 130-153
0.500 130-108
0.382 130-062
LOW 129-235
0.618 128-317
1.000 128-170
1.618 127-252
2.618 126-187
4.250 124-199
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 130-108 130-022
PP 130-057 130-000
S1 130-006 129-298

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

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