ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 129-300 129-115 -0-185 -0.4% 128-250
High 130-040 129-270 -0-090 -0.2% 130-300
Low 129-090 128-235 -0-175 -0.4% 128-170
Close 129-140 129-040 -0-100 -0.2% 129-275
Range 0-270 1-035 0-085 31.5% 2-130
ATR 0-254 0-261 0-007 2.9% 0-000
Volume 1,567,621 1,698,494 130,873 8.3% 7,982,068
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 132-180 131-305 129-235
R3 131-145 130-270 129-138
R2 130-110 130-110 129-105
R1 129-235 129-235 129-073 129-155
PP 129-075 129-075 129-075 129-035
S1 128-200 128-200 129-007 128-120
S2 128-040 128-040 128-295
S3 127-005 127-165 128-262
S4 125-290 126-130 128-165
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
5 130-300 128-235 2-065 1.7% 1-037 0.9% 18% False True 1,620,397
10 130-300 127-310 2-310 2.3% 0-292 0.7% 39% False False 1,499,149
20 130-300 125-210 5-090 4.1% 0-250 0.6% 66% False False 1,103,039
40 130-300 125-175 5-125 4.2% 0-230 0.6% 66% False False 1,159,381
60 130-300 125-050 5-250 4.5% 0-203 0.5% 69% False False 781,199
80 130-300 123-190 7-110 5.7% 0-205 0.5% 75% False False 586,265
100 130-300 122-210 8-090 6.4% 0-170 0.4% 78% False False 469,043
120 130-300 122-210 8-090 6.4% 0-141 0.3% 78% False False 390,869
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 0-067
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-179
2.618 132-239
1.618 131-204
1.000 130-305
0.618 130-169
HIGH 129-270
0.618 129-134
0.500 129-092
0.382 129-051
LOW 128-235
0.618 128-016
1.000 127-200
1.618 126-301
2.618 125-266
4.250 124-006
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 129-092 129-172
PP 129-075 129-128
S1 129-058 129-084

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

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