ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 28-Jan-2015
Day Change Summary
Previous Current
27-Jan-2015 28-Jan-2015 Change Change % Previous Week
Open 129-020 129-050 0-030 0.1% 129-090
High 129-190 130-020 0-150 0.4% 129-250
Low 129-000 129-000 0-000 0.0% 128-070
Close 129-020 129-290 0-270 0.7% 129-040
Range 0-190 1-020 0-150 78.9% 1-180
ATR 0-212 0-221 0-009 4.3% 0-000
Volume 2,132 16,232 14,100 661.4% 5,339
Daily Pivots for day following 28-Jan-2015
Classic Woodie Camarilla DeMark
R4 132-270 132-140 130-157
R3 131-250 131-120 130-064
R2 130-230 130-230 130-032
R1 130-100 130-100 130-001 130-165
PP 129-210 129-210 129-210 129-242
S1 129-080 129-080 129-259 129-145
S2 128-190 128-190 129-228
S3 127-170 128-060 129-196
S4 126-150 127-040 129-103
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 133-233 132-317 129-315
R3 132-053 131-137 129-178
R2 130-193 130-193 129-132
R1 129-277 129-277 129-086 129-145
PP 129-013 129-013 129-013 128-268
S1 128-097 128-097 128-314 127-285
S2 127-153 127-153 128-268
S3 125-293 126-237 128-222
S4 124-113 125-057 128-085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-020 128-070 1-270 1.4% 0-250 0.6% 92% True False 4,665
10 130-100 128-070 2-030 1.6% 0-270 0.6% 81% False False 3,096
20 130-100 125-230 4-190 3.5% 0-211 0.5% 91% False False 2,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-040
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-185
2.618 132-270
1.618 131-250
1.000 131-040
0.618 130-230
HIGH 130-020
0.618 129-210
0.500 129-170
0.382 129-130
LOW 129-000
0.618 128-110
1.000 127-300
1.618 127-090
2.618 126-070
4.250 124-155
Fisher Pivots for day following 28-Jan-2015
Pivot 1 day 3 day
R1 129-250 129-247
PP 129-210 129-203
S1 129-170 129-160

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

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