ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 130-000 129-175 -0-145 -0.3% 129-260
High 130-060 130-055 -0-005 0.0% 130-110
Low 129-120 129-160 0-040 0.1% 128-235
Close 129-160 129-210 0-050 0.1% 129-215
Range 0-260 0-215 -0-045 -17.3% 1-195
ATR 0-262 0-259 -0-003 -1.3% 0-000
Volume 904,980 1,182,996 278,016 30.7% 5,795,174
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 131-253 131-127 130-008
R3 131-038 130-232 129-269
R2 130-143 130-143 129-249
R1 130-017 130-017 129-230 130-080
PP 129-248 129-248 129-248 129-280
S1 129-122 129-122 129-190 129-185
S2 129-033 129-033 129-171
S3 128-138 128-227 129-151
S4 127-243 128-012 129-092
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
5 130-060 128-235 1-145 1.1% 0-271 0.7% 63% False False 1,306,691
10 130-300 128-235 2-065 1.7% 0-307 0.7% 42% False False 1,502,472
20 130-300 125-310 4-310 3.8% 0-261 0.6% 74% False False 1,213,683
40 130-300 125-175 5-125 4.2% 0-238 0.6% 76% False False 1,154,259
60 130-300 125-050 5-250 4.5% 0-207 0.5% 78% False False 835,568
80 130-300 123-280 7-020 5.4% 0-211 0.5% 82% False False 627,103
100 130-300 122-210 8-090 6.4% 0-177 0.4% 85% False False 501,717
120 130-300 122-210 8-090 6.4% 0-148 0.4% 85% False False 418,097
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-066
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 133-009
2.618 131-298
1.618 131-083
1.000 130-270
0.618 130-188
HIGH 130-055
0.618 129-293
0.500 129-268
0.382 129-242
LOW 129-160
0.618 129-027
1.000 128-265
1.618 128-132
2.618 127-237
4.250 126-206
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 129-268 129-225
PP 129-248 129-220
S1 129-229 129-215

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

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