ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 129-115 129-100 -0-015 0.0% 129-260
High 129-270 130-005 0-055 0.1% 130-110
Low 128-235 129-070 0-155 0.4% 128-235
Close 129-040 129-215 0-175 0.4% 129-215
Range 1-035 0-255 -0-100 -28.2% 1-195
ATR 0-261 0-263 0-002 0.7% 0-000
Volume 1,698,494 1,179,367 -519,127 -30.6% 5,795,174
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 132-008 131-207 130-035
R3 131-073 130-272 129-285
R2 130-138 130-138 129-262
R1 130-017 130-017 129-238 130-078
PP 129-203 129-203 129-203 129-234
S1 129-082 129-082 129-192 129-142
S2 128-268 128-268 129-168
S3 128-013 128-147 129-145
S4 127-078 127-212 129-075
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 134-132 133-208 130-178
R3 132-257 132-013 130-037
R2 131-062 131-062 129-309
R1 130-138 130-138 129-262 130-002
PP 129-187 129-187 129-187 129-119
S1 128-263 128-263 129-168 128-128
S2 127-312 127-312 129-121
S3 126-117 127-068 129-073
S4 124-242 125-193 128-252
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% 0-297 0.7% 43% False False 1,481,006
10 130-300 128-020 2-280 2.2% 0-304 0.7% 56% False False 1,522,911
20 130-300 125-210 5-090 4.1% 0-248 0.6% 76% False False 1,134,612
40 130-300 125-175 5-125 4.2% 0-234 0.6% 77% False False 1,180,846
60 130-300 125-050 5-250 4.5% 0-205 0.5% 78% False False 800,838
80 130-300 123-190 7-110 5.7% 0-208 0.5% 83% False False 601,005
100 130-300 122-210 8-090 6.4% 0-172 0.4% 85% False False 480,837
120 130-300 122-210 8-090 6.4% 0-144 0.3% 85% False False 400,697
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-068
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-129
2.618 132-033
1.618 131-098
1.000 130-260
0.618 130-163
HIGH 130-005
0.618 129-228
0.500 129-198
0.382 129-167
LOW 129-070
0.618 128-232
1.000 128-135
1.618 127-297
2.618 127-042
4.250 125-266
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 129-209 129-189
PP 129-203 129-163
S1 129-198 129-138

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

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