ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 28-Jan-2015
Day Change Summary
Previous Current
27-Jan-2015 28-Jan-2015 Change Change % Previous Week
Open 129-175 129-210 0-035 0.1% 129-260
High 130-055 130-200 0-145 0.3% 130-110
Low 129-160 129-160 0-000 0.0% 128-235
Close 129-210 130-150 0-260 0.6% 129-215
Range 0-215 1-040 0-145 67.4% 1-195
ATR 0-259 0-266 0-007 2.8% 0-000
Volume 1,182,996 1,288,777 105,781 8.9% 5,795,174
Daily Pivots for day following 28-Jan-2015
Classic Woodie Camarilla DeMark
R4 133-183 133-047 131-028
R3 132-143 132-007 130-249
R2 131-103 131-103 130-216
R1 130-287 130-287 130-183 131-035
PP 130-063 130-063 130-063 130-098
S1 129-247 129-247 130-117 129-315
S2 129-023 129-023 130-084
S3 127-303 128-207 130-051
S4 126-263 127-167 129-272
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
5 130-200 128-235 1-285 1.4% 0-289 0.7% 92% True False 1,250,922
10 130-300 128-235 2-065 1.7% 1-000 0.8% 79% False False 1,465,203
20 130-300 126-120 4-180 3.5% 0-270 0.6% 90% False False 1,256,412
40 130-300 125-175 5-125 4.1% 0-243 0.6% 91% False False 1,168,226
60 130-300 125-050 5-250 4.4% 0-211 0.5% 92% False False 856,973
80 130-300 123-280 7-020 5.4% 0-215 0.5% 93% False False 643,189
100 130-300 122-210 8-090 6.3% 0-180 0.4% 94% False False 514,604
120 130-300 122-210 8-090 6.3% 0-151 0.4% 94% False False 428,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 135-130
2.618 133-182
1.618 132-142
1.000 131-240
0.618 131-102
HIGH 130-200
0.618 130-062
0.500 130-020
0.382 129-298
LOW 129-160
0.618 128-258
1.000 128-120
1.618 127-218
2.618 126-178
4.250 124-230
Fisher Pivots for day following 28-Jan-2015
Pivot 1 day 3 day
R1 130-107 130-100
PP 130-063 130-050
S1 130-020 130-000

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

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