ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 127-250 127-220 -0-030 -0.1% 125-200
High 128-110 127-300 -0-130 -0.3% 126-170
Low 127-160 127-120 -0-040 -0.1% 125-200
Close 127-220 127-260 0-040 0.1% 126-140
Range 0-270 0-180 -0-090 -33.3% 0-290
ATR
Volume 87 1,836 1,749 2,010.3% 4,947
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 129-127 129-053 128-039
R3 128-267 128-193 127-310
R2 128-087 128-087 127-293
R1 128-013 128-013 127-276 128-050
PP 127-227 127-227 127-227 127-245
S1 127-153 127-153 127-244 127-190
S2 127-047 127-047 127-227
S3 126-187 126-293 127-210
S4 126-007 126-113 127-161
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 128-293 128-187 126-300
R3 128-003 127-217 126-220
R2 127-033 127-033 126-193
R1 126-247 126-247 126-167 126-300
PP 126-063 126-063 126-063 126-090
S1 125-277 125-277 126-113 126-010
S2 125-093 125-093 126-087
S3 124-123 124-307 126-060
S4 123-153 124-017 125-300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-110 125-230 2-200 2.1% 0-186 0.5% 80% False False 424
10 128-110 125-050 3-060 2.5% 0-100 0.2% 83% False False 689
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 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-105
2.618 129-131
1.618 128-271
1.000 128-160
0.618 128-091
HIGH 127-300
0.618 127-231
0.500 127-210
0.382 127-189
LOW 127-120
0.618 127-009
1.000 126-260
1.618 126-149
2.618 125-289
4.250 124-315
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 127-243 127-225
PP 127-227 127-190
S1 127-210 127-155

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

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