ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 128-040 128-200 0-160 0.4% 126-200
High 128-150 128-250 0-100 0.2% 128-110
Low 128-040 128-070 0-030 0.1% 126-200
Close 128-140 128-220 0-080 0.2% 127-290
Range 0-110 0-180 0-070 63.6% 1-230
ATR 0-161 0-162 0-001 0.9% 0-000
Volume 179 179 0 0.0% 7,606
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 130-080 130-010 128-319
R3 129-220 129-150 128-270
R2 129-040 129-040 128-253
R1 128-290 128-290 128-236 129-005
PP 128-180 128-180 128-180 128-198
S1 128-110 128-110 128-204 128-145
S2 128-000 128-000 128-187
S3 127-140 127-250 128-170
S4 126-280 127-070 128-121
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
5 128-250 127-100 1-150 1.1% 0-140 0.3% 94% True False 1,571
10 128-250 125-230 3-020 2.4% 0-152 0.4% 97% True False 973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131-055
2.618 130-081
1.618 129-221
1.000 129-110
0.618 129-041
HIGH 128-250
0.618 128-181
0.500 128-160
0.382 128-139
LOW 128-070
0.618 127-279
1.000 127-210
1.618 127-099
2.618 126-239
4.250 125-265
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 128-200 128-168
PP 128-180 128-117
S1 128-160 128-065

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

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