ECBOT 10 Year T-Note Future June 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	129-050	129-280	0-230	0.6%	129-090
High	130-020	129-290	-0-050	-0.1%	129-250
Low	129-000	129-120	0-120	0.3%	128-070
Close	129-290	129-200	-0-090	-0.2%	129-040
Range	1-020	0-170	-0-170	-50.0%	1-180
ATR	0-221	0-217	-0-004	-1.6%	0-000
Volume	16,232	5,728	-10,504	-64.7%	5,339

Daily Pivots for day following 29-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-073	130-307	129-294
R3	130-223	130-137	129-247
R2	130-053	130-053	129-231
R1	129-287	129-287	129-216	129-245
PP	129-203	129-203	129-203	129-182
S1	129-117	129-117	129-184	129-075
S2	129-033	129-033	129-169
S3	128-183	128-267	129-153
S4	128-013	128-097	129-106

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	128-240	1-100	1.0%	0-214	0.5%	67%	False	False	5,427
10	130-100	128-070	2-030	1.6%	0-259	0.6%	67%	False	False	3,607
20	130-100	125-230	4-190	3.5%	0-216	0.5%	85%	False	False	2,241

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	0-041
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	132-052
2.618	131-095
1.618	130-245
1.000	130-140
0.618	130-075
HIGH	129-290
0.618	129-225
0.500	129-205
0.382	129-185
LOW	129-120
0.618	129-015
1.000	128-270
1.618	128-165
2.618	127-315
4.250	127-038

Fisher Pivots for day following 29-Jan-2015
Pivot	1 day	3 day
R1	129-205	129-190
PP	129-203	129-180
S1	129-202	129-170

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