ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 128-160 128-100 -0-060 -0.1% 126-000
High 128-220 128-120 -0-100 -0.2% 127-105
Low 128-005 127-310 -0-015 0.0% 125-310
Close 128-150 128-035 -0-115 -0.3% 127-050
Range 0-215 0-130 -0-085 -39.5% 1-115
ATR 0-214 0-210 -0-004 -1.8% 0-000
Volume 1,481,757 941,743 -540,014 -36.4% 1,891,458
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 129-118 129-047 128-106
R3 128-308 128-237 128-071
R2 128-178 128-178 128-059
R1 128-107 128-107 128-047 128-078
PP 128-048 128-048 128-048 128-034
S1 127-297 127-297 128-023 127-268
S2 127-238 127-238 128-011
S3 127-108 127-167 127-319
S4 126-298 127-037 127-284
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% 0-267 0.7% 63% False False 1,166,640
10 129-035 125-210 3-145 2.7% 0-193 0.5% 71% False False 746,313
20 129-035 125-210 3-145 2.7% 0-220 0.5% 71% False False 947,453
40 129-035 125-120 3-235 2.9% 0-191 0.5% 73% False False 819,183
60 129-280 125-050 4-230 3.7% 0-203 0.5% 63% False False 547,374
80 129-280 122-210 7-070 5.6% 0-176 0.4% 76% False False 410,681
100 129-280 122-210 7-070 5.6% 0-142 0.3% 76% False False 328,546
120 129-280 122-210 7-070 5.6% 0-118 0.3% 76% False False 273,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0-030
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 130-032
2.618 129-140
1.618 129-010
1.000 128-250
0.618 128-200
HIGH 128-120
0.618 128-070
0.500 128-055
0.382 128-040
LOW 127-310
0.618 127-230
1.000 127-180
1.618 127-100
2.618 126-290
4.250 126-078
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 128-055 128-135
PP 128-048 128-102
S1 128-042 128-068

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

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