ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 29-Jan-2015
Day Change Summary
Previous Current
28-Jan-2015 29-Jan-2015 Change Change % Previous Week
Open 129-210 130-135 0-245 0.6% 129-260
High 130-200 130-170 -0-030 -0.1% 130-110
Low 129-160 129-290 0-130 0.3% 128-235
Close 130-150 130-060 -0-090 -0.2% 129-215
Range 1-040 0-200 -0-160 -44.4% 1-195
ATR 0-266 0-262 -0-005 -1.8% 0-000
Volume 1,288,777 1,282,574 -6,203 -0.5% 5,795,174
Daily Pivots for day following 29-Jan-2015
Classic Woodie Camarilla DeMark
R4 132-027 131-243 130-170
R3 131-147 131-043 130-115
R2 130-267 130-267 130-097
R1 130-163 130-163 130-078 130-115
PP 130-067 130-067 130-067 130-042
S1 129-283 129-283 130-042 129-235
S2 129-187 129-187 130-023
S3 128-307 129-083 130-005
S4 128-107 128-203 129-270
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
5 130-200 129-070 1-130 1.1% 0-258 0.6% 69% False False 1,167,738
10 130-300 128-235 2-065 1.7% 0-308 0.7% 66% False False 1,394,068
20 130-300 126-130 4-170 3.5% 0-274 0.7% 83% False False 1,299,588
40 130-300 125-175 5-125 4.1% 0-242 0.6% 86% False False 1,164,842
60 130-300 125-050 5-250 4.4% 0-213 0.5% 87% False False 878,277
80 130-300 124-080 6-220 5.1% 0-215 0.5% 89% False False 659,214
100 130-300 122-210 8-090 6.4% 0-182 0.4% 91% False False 527,430
120 130-300 122-210 8-090 6.4% 0-152 0.4% 91% False False 439,525
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 0-064
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 133-060
2.618 132-054
1.618 131-174
1.000 131-050
0.618 130-294
HIGH 130-170
0.618 130-094
0.500 130-070
0.382 130-046
LOW 129-290
0.618 129-166
1.000 129-090
1.618 128-286
2.618 128-086
4.250 127-080
Fisher Pivots for day following 29-Jan-2015
Pivot 1 day 3 day
R1 130-070 130-047
PP 130-067 130-033
S1 130-063 130-020

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

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