ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 128-200 128-230 0-030 0.1% 126-200
High 128-250 129-190 0-260 0.6% 128-110
Low 128-070 128-230 0-160 0.4% 126-200
Close 128-220 129-040 0-140 0.3% 127-290
Range 0-180 0-280 0-100 55.6% 1-230
ATR 0-162 0-171 0-009 5.6% 0-000
Volume 179 617 438 244.7% 7,606
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 131-247 131-103 129-194
R3 130-287 130-143 129-117
R2 130-007 130-007 129-091
R1 129-183 129-183 129-066 129-255
PP 129-047 129-047 129-047 129-082
S1 128-223 128-223 129-014 128-295
S2 128-087 128-087 128-309
S3 127-127 127-263 128-283
S4 126-167 126-303 128-206
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
5 129-190 127-100 2-090 1.8% 0-160 0.4% 79% True False 1,327
10 129-190 125-230 3-280 3.0% 0-173 0.4% 88% True False 875
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 0-030
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 133-100
2.618 131-283
1.618 131-003
1.000 130-150
0.618 130-043
HIGH 129-190
0.618 129-083
0.500 129-050
0.382 129-017
LOW 128-230
0.618 128-057
1.000 127-270
1.618 127-097
2.618 126-137
4.250 125-000
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 129-050 129-012
PP 129-047 128-303
S1 129-043 128-275

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

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