ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 129-085 129-190 0-105 0.3% 127-050
High 130-075 130-300 0-225 0.5% 129-035
Low 129-065 129-065 0-000 0.0% 127-015
Close 129-245 130-110 0-185 0.4% 128-185
Range 1-010 1-235 0-225 68.2% 2-020
ATR 0-221 0-245 0-024 10.8% 0-000
Volume 1,993,923 1,876,323 -117,600 -5.9% 6,517,000
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 135-117 134-188 131-095
R3 133-202 132-273 130-263
R2 131-287 131-287 130-212
R1 131-038 131-038 130-161 131-162
PP 130-052 130-052 130-052 130-114
S1 129-123 129-123 130-059 129-248
S2 128-137 128-137 130-008
S3 126-222 127-208 129-277
S4 124-307 125-293 129-125
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
5 130-300 128-020 2-280 2.2% 0-311 0.7% 79% True False 1,564,816
10 130-300 126-130 4-170 3.5% 0-289 0.7% 87% True False 1,365,728
20 130-300 125-210 5-090 4.1% 0-230 0.6% 89% True False 980,084
40 130-300 125-170 5-130 4.1% 0-212 0.5% 89% True False 1,013,286
60 130-300 125-050 5-250 4.4% 0-195 0.5% 90% True False 677,581
80 130-300 123-070 7-230 5.9% 0-195 0.5% 92% True False 508,480
100 130-300 122-210 8-090 6.4% 0-157 0.4% 93% True False 406,787
120 130-300 122-210 8-090 6.4% 0-131 0.3% 93% True False 338,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 138-099
2.618 135-153
1.618 133-238
1.000 132-215
0.618 132-003
HIGH 130-300
0.618 130-088
0.500 130-022
0.382 129-277
LOW 129-065
0.618 128-042
1.000 127-150
1.618 126-127
2.618 124-212
4.250 121-266
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 130-081 130-062
PP 130-052 130-013
S1 130-022 129-285

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

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