ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 128-100 128-035 -0-065 -0.2% 127-050
High 128-120 128-270 0-150 0.4% 129-035
Low 127-310 128-020 0-030 0.1% 127-015
Close 128-035 128-185 0-150 0.4% 128-185
Range 0-130 0-250 0-120 92.3% 2-020
ATR 0-210 0-213 0-003 1.4% 0-000
Volume 941,743 1,451,875 510,132 54.2% 6,517,000
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 130-268 130-157 129-002
R3 130-018 129-227 128-254
R2 129-088 129-088 128-231
R1 128-297 128-297 128-208 129-032
PP 128-158 128-158 128-158 128-186
S1 128-047 128-047 128-162 128-102
S2 127-228 127-228 128-139
S3 126-298 127-117 128-116
S4 126-048 126-187 128-048
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 134-138 133-182 129-228
R3 132-118 131-162 129-046
R2 130-098 130-098 128-306
R1 129-142 129-142 128-246 129-280
PP 128-078 128-078 128-078 128-148
S1 127-122 127-122 128-124 127-260
S2 126-058 126-058 128-064
S3 124-038 125-102 128-004
S4 122-018 123-082 127-142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-035 127-015 2-020 1.6% 0-258 0.6% 74% False False 1,303,400
10 129-035 125-295 3-060 2.5% 0-201 0.5% 83% False False 857,351
20 129-035 125-210 3-145 2.7% 0-220 0.5% 85% False False 955,840
40 129-035 125-140 3-215 2.9% 0-196 0.5% 86% False False 855,384
60 129-280 125-050 4-230 3.7% 0-206 0.5% 73% False False 571,569
80 129-280 122-210 7-070 5.6% 0-180 0.4% 82% False False 428,829
100 129-280 122-210 7-070 5.6% 0-144 0.4% 82% False False 343,065
120 129-280 122-210 7-070 5.6% 0-120 0.3% 82% False False 285,887
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-052
2.618 130-284
1.618 130-034
1.000 129-200
0.618 129-104
HIGH 128-270
0.618 128-174
0.500 128-145
0.382 128-116
LOW 128-020
0.618 127-186
1.000 127-090
1.618 126-256
2.618 126-006
4.250 124-238
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 128-172 128-167
PP 128-158 128-148
S1 128-145 128-130

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

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