ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 130-060 129-090 -0-290 -0.7% 128-040
High 130-060 129-250 -0-130 -0.3% 130-100
Low 129-080 129-080 0-000 0.0% 128-040
Close 129-090 129-090 0-000 0.0% 129-090
Range 0-300 0-170 -0-130 -43.3% 2-060
ATR 0-202 0-199 -0-002 -1.1% 0-000
Volume 2,810 1,473 -1,337 -47.6% 5,299
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 131-010 130-220 129-184
R3 130-160 130-050 129-137
R2 129-310 129-310 129-121
R1 129-200 129-200 129-106 129-175
PP 129-140 129-140 129-140 129-128
S1 129-030 129-030 129-074 129-005
S2 128-290 128-290 129-059
S3 128-120 128-180 129-043
S4 127-270 128-010 128-316
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
5 130-100 128-070 2-030 1.6% 0-284 0.7% 51% False False 1,318
10 130-100 127-100 3-000 2.3% 0-221 0.5% 66% False False 1,435
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-034
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132-012
2.618 131-055
1.618 130-205
1.000 130-100
0.618 130-035
HIGH 129-250
0.618 129-185
0.500 129-165
0.382 129-145
LOW 129-080
0.618 128-295
1.000 128-230
1.618 128-125
2.618 127-275
4.250 126-318
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 129-165 129-175
PP 129-140 129-147
S1 129-115 129-118

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

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