ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 130-240 129-260 -0-300 -0.7% 128-250
High 130-300 130-110 -0-190 -0.5% 130-300
Low 129-235 129-210 -0-025 -0.1% 128-170
Close 129-275 129-275 0-000 0.0% 129-275
Range 1-065 0-220 -0-165 -42.9% 2-130
ATR 0-255 0-252 -0-002 -1.0% 0-000
Volume 1,609,859 1,349,692 -260,167 -16.2% 7,982,068
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 132-005 131-200 130-076
R3 131-105 130-300 130-016
R2 130-205 130-205 129-315
R1 130-080 130-080 129-295 130-142
PP 129-305 129-305 129-305 130-016
S1 129-180 129-180 129-255 129-242
S2 129-085 129-085 129-235
S3 128-185 128-280 129-214
S4 127-285 128-060 129-154
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 136-318 135-267 131-058
R3 134-188 133-137 130-167
R2 132-058 132-058 130-096
R1 131-007 131-007 130-026 131-192
PP 129-248 129-248 129-248 130-021
S1 128-197 128-197 129-204 129-062
S2 127-118 127-118 129-134
S3 124-308 126-067 129-063
S4 122-178 123-257 128-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-300 128-270 2-030 1.6% 1-023 0.8% 49% False False 1,698,254
10 130-300 127-235 3-065 2.5% 0-294 0.7% 66% False False 1,494,694
20 130-300 125-210 5-090 4.1% 0-232 0.6% 80% False False 1,001,417
40 130-300 125-175 5-125 4.2% 0-221 0.5% 80% False False 1,085,610
60 130-300 125-050 5-250 4.5% 0-198 0.5% 81% False False 726,830
80 130-300 123-110 7-190 5.8% 0-200 0.5% 86% False False 545,471
100 130-300 122-210 8-090 6.4% 0-163 0.4% 87% False False 436,382
120 130-300 122-210 8-090 6.4% 0-136 0.3% 87% False False 363,652
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 0-052
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-085
2.618 132-046
1.618 131-146
1.000 131-010
0.618 130-246
HIGH 130-110
0.618 130-026
0.500 130-000
0.382 129-294
LOW 129-210
0.618 129-074
1.000 128-310
1.618 128-174
2.618 127-274
4.250 126-235
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 130-000 130-022
PP 129-305 130-000
S1 129-290 129-298

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

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