ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 29-Jan-2015

Day Change Summary
	Previous	Current
	28-Jan-2015	29-Jan-2015	Change	Change %	Previous Week
Open	129-210	130-135	0-245	0.6%	129-260
High	130-200	130-170	-0-030	-0.1%	130-110
Low	129-160	129-290	0-130	0.3%	128-235
Close	130-150	130-060	-0-090	-0.2%	129-215
Range	1-040	0-200	-0-160	-44.4%	1-195
ATR	0-266	0-262	-0-005	-1.8%	0-000
Volume	1,288,777	1,282,574	-6,203	-0.5%	5,795,174

Daily Pivots for day following 29-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-027	131-243	130-170
R3	131-147	131-043	130-115
R2	130-267	130-267	130-097
R1	130-163	130-163	130-078	130-115
PP	130-067	130-067	130-067	130-042
S1	129-283	129-283	130-042	129-235
S2	129-187	129-187	130-023
S3	128-307	129-083	130-005
S4	128-107	128-203	129-270

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	134-132	133-208	130-178
R3	132-257	132-013	130-037
R2	131-062	131-062	129-309
R1	130-138	130-138	129-262	130-002
PP	129-187	129-187	129-187	129-119
S1	128-263	128-263	129-168	128-128
S2	127-312	127-312	129-121
S3	126-117	127-068	129-073
S4	124-242	125-193	128-252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-200	129-070	1-130	1.1%	0-258	0.6%	69%	False	False	1,167,738
10	130-300	128-235	2-065	1.7%	0-308	0.7%	66%	False	False	1,394,068
20	130-300	126-130	4-170	3.5%	0-274	0.7%	83%	False	False	1,299,588
40	130-300	125-175	5-125	4.1%	0-242	0.6%	86%	False	False	1,164,842
60	130-300	125-050	5-250	4.4%	0-213	0.5%	87%	False	False	878,277
80	130-300	124-080	6-220	5.1%	0-215	0.5%	89%	False	False	659,214
100	130-300	122-210	8-090	6.4%	0-182	0.4%	91%	False	False	527,430
120	130-300	122-210	8-090	6.4%	0-152	0.4%	91%	False	False	439,525

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-064
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	133-060
2.618	132-054
1.618	131-174
1.000	131-050
0.618	130-294
HIGH	130-170
0.618	130-094
0.500	130-070
0.382	130-046
LOW	129-290
0.618	129-166
1.000	129-090
1.618	128-286
2.618	128-086
4.250	127-080

Fisher Pivots for day following 29-Jan-2015
Pivot	1 day	3 day
R1	130-070	130-047
PP	130-067	130-033
S1	130-063	130-020

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