ECBOT 10 Year T-Note Future March 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 127-240 128-160 0-240 0.6% 126-000
High 129-035 128-220 -0-135 -0.3% 127-105
Low 127-235 128-005 0-090 0.2% 125-310
Close 128-115 128-150 0-035 0.1% 127-050
Range 1-120 0-215 -0-225 -51.1% 1-115
ATR 0-214 0-214 0-000 0.0% 0-000
Volume 1,739,806 1,481,757 -258,049 -14.8% 1,891,458
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 130-130 130-035 128-268
R3 129-235 129-140 128-209
R2 129-020 129-020 128-189
R1 128-245 128-245 128-170 128-185
PP 128-125 128-125 128-125 128-095
S1 128-030 128-030 128-130 127-290
S2 127-230 127-230 128-111
S3 127-015 127-135 128-091
S4 126-120 126-240 128-032
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
5 129-035 126-130 2-225 2.1% 0-257 0.6% 76% False False 1,032,318
10 129-035 125-210 3-145 2.7% 0-208 0.5% 81% False False 706,929
20 129-035 125-210 3-145 2.7% 0-225 0.5% 81% False False 973,926
40 129-035 125-120 3-235 2.9% 0-194 0.5% 83% False False 795,882
60 129-280 125-050 4-230 3.7% 0-204 0.5% 70% False False 531,706
80 129-280 122-210 7-070 5.6% 0-175 0.4% 81% False False 398,910
100 129-280 122-210 7-070 5.6% 0-141 0.3% 81% False False 319,128
120 129-280 122-210 7-070 5.6% 0-117 0.3% 81% False False 265,940
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131-174
2.618 130-143
1.618 129-248
1.000 129-115
0.618 129-033
HIGH 128-220
0.618 128-138
0.500 128-112
0.382 128-087
LOW 128-005
0.618 127-192
1.000 127-110
1.618 126-297
2.618 126-082
4.250 125-051
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 128-138 128-108
PP 128-125 128-067
S1 128-112 128-025

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

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