ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 129-260 129-300 0-040 0.1% 128-250
High 130-110 130-040 -0-070 -0.2% 130-300
Low 129-210 129-090 -0-120 -0.3% 128-170
Close 129-275 129-140 -0-135 -0.3% 129-275
Range 0-220 0-270 0-050 22.7% 2-130
ATR 0-252 0-254 0-001 0.5% 0-000
Volume 1,349,692 1,567,621 217,929 16.1% 7,982,068
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 132-047 131-203 129-288
R3 131-097 130-253 129-214
R2 130-147 130-147 129-190
R1 129-303 129-303 129-165 129-250
PP 129-197 129-197 129-197 129-170
S1 129-033 129-033 129-115 128-300
S2 128-247 128-247 129-090
S3 127-297 128-083 129-066
S4 127-027 127-133 128-312
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
5 130-300 129-065 1-235 1.3% 1-032 0.8% 14% False False 1,679,483
10 130-300 127-310 2-310 2.3% 0-278 0.7% 49% False False 1,477,475
20 130-300 125-210 5-090 4.1% 0-237 0.6% 72% False False 1,039,491
40 130-300 125-175 5-125 4.2% 0-224 0.5% 72% False False 1,123,035
60 130-300 125-050 5-250 4.5% 0-198 0.5% 74% False False 752,932
80 130-300 123-110 7-190 5.9% 0-203 0.5% 80% False False 565,047
100 130-300 122-210 8-090 6.4% 0-166 0.4% 82% False False 452,058
120 130-300 122-210 8-090 6.4% 0-138 0.3% 82% False False 376,715
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 0-058
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-228
2.618 132-107
1.618 131-157
1.000 130-310
0.618 130-207
HIGH 130-040
0.618 129-257
0.500 129-225
0.382 129-193
LOW 129-090
0.618 128-243
1.000 128-140
1.618 127-293
2.618 127-023
4.250 125-222
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 129-225 130-035
PP 129-197 129-283
S1 129-168 129-212

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

View Archives - Comment on this page... - Back to Index of Symbols