ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 129-090 129-050 -0-040 -0.1% 128-040
High 129-250 129-160 -0-090 -0.2% 130-100
Low 129-080 128-270 -0-130 -0.3% 128-040
Close 129-090 128-270 -0-140 -0.3% 129-090
Range 0-170 0-210 0-040 23.5% 2-060
ATR 0-199 0-200 0-001 0.4% 0-000
Volume 1,473 1,222 -251 -17.0% 5,299
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 131-010 130-190 129-066
R3 130-120 129-300 129-008
R2 129-230 129-230 128-308
R1 129-090 129-090 128-289 129-055
PP 129-020 129-020 129-020 129-002
S1 128-200 128-200 128-251 128-165
S2 128-130 128-130 128-232
S3 127-240 127-310 128-212
S4 127-030 127-100 128-154
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
5 130-100 128-230 1-190 1.2% 0-290 0.7% 8% False False 1,527
10 130-100 127-100 3-000 2.3% 0-215 0.5% 51% False False 1,549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-092
2.618 131-070
1.618 130-180
1.000 130-050
0.618 129-290
HIGH 129-160
0.618 129-080
0.500 129-055
0.382 129-030
LOW 128-270
0.618 128-140
1.000 128-060
1.618 127-250
2.618 127-040
4.250 126-018
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 129-055 129-165
PP 129-020 129-093
S1 128-305 129-022

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

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