ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 127-290 127-280 -0-010 0.0% 130-190
High 127-290 127-310 0-020 0.0% 130-190
Low 127-160 127-120 -0-040 -0.1% 127-290
Close 127-230 127-240 0-010 0.0% 128-040
Range 0-130 0-190 0-060 46.2% 2-220
ATR 0-247 0-243 -0-004 -1.7% 0-000
Volume 12,182 16,668 4,486 36.8% 40,022
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 129-153 129-067 128-024
R3 128-283 128-197 127-292
R2 128-093 128-093 127-275
R1 128-007 128-007 127-257 127-275
PP 127-223 127-223 127-223 127-198
S1 127-137 127-137 127-223 127-085
S2 127-033 127-033 127-205
S3 126-163 126-267 127-188
S4 125-293 126-077 127-136
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 136-300 135-070 129-193
R3 134-080 132-170 128-276
R2 131-180 131-180 128-198
R1 129-270 129-270 128-119 129-115
PP 128-280 128-280 128-280 128-202
S1 127-050 127-050 127-281 126-215
S2 126-060 126-060 127-202
S3 123-160 124-150 127-124
S4 120-260 121-250 126-207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-020 127-120 2-220 2.1% 0-268 0.7% 14% False True 12,883
10 130-200 127-120 3-080 2.5% 0-259 0.6% 12% False True 9,325
20 130-200 127-120 3-080 2.5% 0-264 0.6% 12% False True 6,210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-158
2.618 129-167
1.618 128-297
1.000 128-180
0.618 128-107
HIGH 127-310
0.618 127-237
0.500 127-215
0.382 127-193
LOW 127-120
0.618 127-003
1.000 126-250
1.618 126-133
2.618 125-263
4.250 124-272
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 127-232 127-300
PP 127-223 127-280
S1 127-215 127-260

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

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