ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 126-195 126-195 0-000 0.0% 126-000
High 126-260 127-105 0-165 0.4% 127-105
Low 126-180 126-130 -0-050 -0.1% 125-310
Close 126-255 127-050 0-115 0.3% 127-050
Range 0-080 0-295 0-215 268.8% 1-115
ATR 0-184 0-192 0-008 4.3% 0-000
Volume 270,132 768,078 497,946 184.3% 1,891,458
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 129-233 129-117 127-212
R3 128-258 128-142 127-131
R2 127-283 127-283 127-104
R1 127-167 127-167 127-077 127-225
PP 126-308 126-308 126-308 127-018
S1 126-192 126-192 127-023 126-250
S2 126-013 126-013 126-316
S3 125-038 125-217 126-289
S4 124-063 124-242 126-208
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 130-287 130-123 127-289
R3 129-172 129-008 127-170
R2 128-057 128-057 127-130
R1 127-213 127-213 127-090 127-295
PP 126-262 126-262 126-262 126-302
S1 126-098 126-098 127-010 126-180
S2 125-147 125-147 126-290
S3 124-032 124-303 126-250
S4 122-237 123-188 126-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-105 125-295 1-130 1.1% 0-144 0.4% 88% True False 411,302
10 127-105 125-210 1-215 1.3% 0-173 0.4% 90% True False 541,545
20 128-125 125-175 2-270 2.2% 0-215 0.5% 57% False False 960,596
40 128-125 125-050 3-075 2.5% 0-184 0.5% 62% False False 693,377
60 129-280 125-000 4-280 3.8% 0-196 0.5% 44% False False 463,050
80 129-280 122-210 7-070 5.7% 0-164 0.4% 62% False False 347,368
100 129-280 122-210 7-070 5.7% 0-132 0.3% 62% False False 277,895
120 129-280 122-210 7-070 5.7% 0-110 0.3% 62% False False 231,579
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 131-079
2.618 129-237
1.618 128-262
1.000 128-080
0.618 127-287
HIGH 127-105
0.618 126-312
0.500 126-278
0.382 126-243
LOW 126-130
0.618 125-268
1.000 125-155
1.618 124-293
2.618 123-318
4.250 122-156
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 127-019 127-018
PP 126-308 126-305
S1 126-278 126-272

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

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