ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 128-230 128-300 0-070 0.2% 126-200
High 129-190 130-100 0-230 0.6% 128-110
Low 128-230 128-250 0-020 0.0% 126-200
Close 129-040 129-240 0-200 0.5% 127-290
Range 0-280 1-170 0-210 75.0% 1-230
ATR 0-171 0-194 0-023 13.3% 0-000
Volume 617 1,514 897 145.4% 7,606
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 134-067 133-163 130-190
R3 132-217 131-313 130-055
R2 131-047 131-047 130-010
R1 130-143 130-143 129-285 130-255
PP 129-197 129-197 129-197 129-252
S1 128-293 128-293 129-195 129-085
S2 128-027 128-027 129-150
S3 126-177 127-123 129-105
S4 125-007 125-273 128-290
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
5 130-100 127-200 2-220 2.1% 0-246 0.6% 79% True False 1,079
10 130-100 125-230 4-190 3.5% 0-216 0.5% 88% True False 1,009
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 0-035
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 136-262
2.618 134-103
1.618 132-253
1.000 131-270
0.618 131-083
HIGH 130-100
0.618 129-233
0.500 129-175
0.382 129-117
LOW 128-250
0.618 127-267
1.000 127-080
1.618 126-097
2.618 124-247
4.250 122-088
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 129-218 129-188
PP 129-197 129-137
S1 129-175 129-085

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

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