ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 128-300 130-060 1-080 1.0% 128-040
High 130-100 130-060 -0-040 -0.1% 130-100
Low 128-250 129-080 0-150 0.4% 128-040
Close 129-240 129-090 -0-150 -0.4% 129-090
Range 1-170 0-300 -0-190 -38.8% 2-060
ATR 0-194 0-202 0-008 3.9% 0-000
Volume 1,514 2,810 1,296 85.6% 5,299
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 132-123 131-247 129-255
R3 131-143 130-267 129-172
R2 130-163 130-163 129-145
R1 129-287 129-287 129-118 129-235
PP 129-183 129-183 129-183 129-158
S1 128-307 128-307 129-062 128-255
S2 128-203 128-203 129-035
S3 127-223 128-007 129-008
S4 126-243 127-027 128-245
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 135-257 134-233 130-155
R3 133-197 132-173 129-282
R2 131-137 131-137 129-218
R1 130-113 130-113 129-154 130-285
PP 129-077 129-077 129-077 129-162
S1 128-053 128-053 129-026 128-225
S2 127-017 127-017 128-282
S3 124-277 125-313 128-218
S4 122-217 123-253 128-025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-100 128-040 2-060 1.7% 0-272 0.7% 53% False False 1,059
10 130-100 126-200 3-220 2.9% 0-220 0.5% 72% False False 1,290
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-055
2.618 132-205
1.618 131-225
1.000 131-040
0.618 130-245
HIGH 130-060
0.618 129-265
0.500 129-230
0.382 129-195
LOW 129-080
0.618 128-215
1.000 128-100
1.618 127-235
2.618 126-255
4.250 125-085
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 129-230 129-165
PP 129-183 129-140
S1 129-137 129-115

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

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