ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 130-135 130-065 -0-070 -0.2% 130-000
High 130-170 131-055 0-205 0.5% 131-055
Low 129-290 130-040 0-070 0.2% 129-120
Close 130-060 130-280 0-220 0.5% 130-280
Range 0-200 1-015 0-135 67.5% 1-255
ATR 0-262 0-267 0-005 2.0% 0-000
Volume 1,282,574 1,719,555 436,981 34.1% 6,378,882
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 133-277 133-133 131-144
R3 132-262 132-118 131-052
R2 131-247 131-247 131-021
R1 131-103 131-103 130-311 131-175
PP 130-232 130-232 130-232 130-268
S1 130-088 130-088 130-249 130-160
S2 129-217 129-217 130-219
S3 128-202 129-073 130-188
S4 127-187 128-058 130-096
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 135-277 135-053 131-276
R3 134-022 133-118 131-118
R2 132-087 132-087 131-065
R1 131-183 131-183 131-013 131-295
PP 130-152 130-152 130-152 130-208
S1 129-248 129-248 130-227 130-040
S2 128-217 128-217 130-175
S3 126-282 127-313 130-122
S4 125-027 126-058 129-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-055 129-120 1-255 1.4% 0-274 0.7% 83% True False 1,275,776
10 131-055 128-235 2-140 1.9% 0-286 0.7% 88% True False 1,378,391
20 131-055 126-130 4-245 3.6% 0-287 0.7% 94% True False 1,372,060
40 131-055 125-175 5-200 4.3% 0-246 0.6% 95% True False 1,175,668
60 131-055 125-050 6-005 4.6% 0-216 0.5% 95% True False 906,864
80 131-055 124-150 6-225 5.1% 0-218 0.5% 96% True False 680,703
100 131-055 122-210 8-165 6.5% 0-185 0.4% 97% True False 544,626
120 131-055 122-210 8-165 6.5% 0-155 0.4% 97% True False 453,855
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 0-054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-199
2.618 133-292
1.618 132-277
1.000 132-070
0.618 131-262
HIGH 131-055
0.618 130-247
0.500 130-208
0.382 130-168
LOW 130-040
0.618 129-153
1.000 129-025
1.618 128-138
2.618 127-123
4.250 125-216
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 130-256 130-222
PP 130-232 130-165
S1 130-208 130-108

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

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