ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 129-050 128-250 -0-120 -0.3% 128-040
High 129-160 129-100 -0-060 -0.1% 130-100
Low 128-270 128-070 -0-200 -0.5% 128-040
Close 128-270 128-170 -0-100 -0.2% 129-090
Range 0-210 1-030 0-140 66.7% 2-060
ATR 0-200 0-211 0-011 5.4% 0-000
Volume 1,222 1,917 695 56.9% 5,299
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 131-310 131-110 129-042
R3 130-280 130-080 128-266
R2 129-250 129-250 128-234
R1 129-050 129-050 128-202 128-295
PP 128-220 128-220 128-220 128-182
S1 128-020 128-020 128-138 127-265
S2 127-190 127-190 128-106
S3 126-160 126-310 128-074
S4 125-130 125-280 127-298
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% 0-304 0.7% 15% False True 1,787
10 130-100 127-100 3-000 2.3% 0-232 0.6% 41% False False 1,557
20 130-100 125-050 5-050 4.0% 0-166 0.4% 65% False False 1,123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-044
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-308
2.618 132-056
1.618 131-026
1.000 130-130
0.618 129-316
HIGH 129-100
0.618 128-286
0.500 128-245
0.382 128-204
LOW 128-070
0.618 127-174
1.000 127-040
1.618 126-144
2.618 125-114
4.250 123-182
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 128-245 129-000
PP 128-220 128-270
S1 128-195 128-220

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

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