ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 127-150 127-250 0-100 0.2% 126-200
High 127-160 128-050 0-210 0.5% 128-110
Low 127-100 127-200 0-100 0.2% 126-200
Close 127-140 127-290 0-150 0.4% 127-290
Range 0-060 0-170 0-110 183.3% 1-230
ATR
Volume 2,753 2,910 157 5.7% 7,606
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 129-157 129-073 128-064
R3 128-307 128-223 128-017
R2 128-137 128-137 128-001
R1 128-053 128-053 127-306 128-095
PP 127-287 127-287 127-287 127-308
S1 127-203 127-203 127-274 127-245
S2 127-117 127-117 127-259
S3 126-267 127-033 127-243
S4 126-097 126-183 127-196
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 132-250 132-020 128-272
R3 131-020 130-110 128-121
R2 129-110 129-110 128-071
R1 128-200 128-200 128-020 128-315
PP 127-200 127-200 127-200 127-258
S1 126-290 126-290 127-240 127-085
S2 125-290 125-290 127-189
S3 124-060 125-060 127-139
S4 122-150 123-150 126-308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-110 126-200 1-230 1.3% 0-168 0.4% 75% False False 1,521
10 128-110 125-070 3-040 2.4% 0-123 0.3% 86% False False 1,255
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 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-132
2.618 129-175
1.618 129-005
1.000 128-220
0.618 128-155
HIGH 128-050
0.618 127-305
0.500 127-285
0.382 127-265
LOW 127-200
0.618 127-095
1.000 127-030
1.618 126-245
2.618 126-075
4.250 125-118
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 127-288 127-272
PP 127-287 127-253
S1 127-285 127-235

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

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