ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 129-100 130-000 0-220 0.5% 129-260
High 130-005 130-060 0-055 0.1% 130-110
Low 129-070 129-120 0-050 0.1% 128-235
Close 129-215 129-160 -0-055 -0.1% 129-215
Range 0-255 0-260 0-005 2.0% 1-195
ATR 0-263 0-262 0-000 -0.1% 0-000
Volume 1,179,367 904,980 -274,387 -23.3% 5,795,174
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 132-040 131-200 129-303
R3 131-100 130-260 129-232
R2 130-160 130-160 129-208
R1 130-000 130-000 129-184 129-270
PP 129-220 129-220 129-220 129-195
S1 129-060 129-060 129-136 129-010
S2 128-280 128-280 129-112
S3 128-020 128-120 129-088
S4 127-080 127-180 129-017
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
5 130-110 128-235 1-195 1.2% 0-272 0.7% 48% False False 1,340,030
10 130-300 128-170 2-130 1.9% 0-305 0.7% 40% False False 1,468,222
20 130-300 125-295 5-005 3.9% 0-253 0.6% 71% False False 1,162,786
40 130-300 125-175 5-125 4.2% 0-236 0.6% 73% False False 1,154,469
60 130-300 125-050 5-250 4.5% 0-208 0.5% 75% False False 815,908
80 130-300 123-280 7-020 5.5% 0-212 0.5% 80% False False 612,317
100 130-300 122-210 8-090 6.4% 0-175 0.4% 83% False False 489,887
120 130-300 122-210 8-090 6.4% 0-146 0.4% 83% False False 408,239
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 0-072
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-205
2.618 132-101
1.618 131-161
1.000 131-000
0.618 130-221
HIGH 130-060
0.618 129-281
0.500 129-250
0.382 129-219
LOW 129-120
0.618 128-279
1.000 128-180
1.618 128-019
2.618 127-079
4.250 125-295
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 129-250 129-156
PP 129-220 129-152
S1 129-190 129-148

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

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