ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 128-240 129-170 0-250 0.6% 129-090
High 129-100 129-170 0-070 0.2% 129-250
Low 128-240 128-300 0-060 0.1% 128-070
Close 129-040 128-300 -0-060 -0.1% 129-040
Range 0-180 0-190 0-010 5.6% 1-180
ATR 0-214 0-212 -0-002 -0.8% 0-000
Volume 727 2,319 1,592 219.0% 5,339
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 130-293 130-167 129-084
R3 130-103 129-297 129-032
R2 129-233 129-233 129-015
R1 129-107 129-107 128-317 129-075
PP 129-043 129-043 129-043 129-028
S1 128-237 128-237 128-283 128-205
S2 128-173 128-173 128-265
S3 127-303 128-047 128-248
S4 127-113 127-177 128-196
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 133-233 132-317 129-315
R3 132-053 131-137 129-178
R2 130-193 130-193 129-132
R1 129-277 129-277 129-086 129-145
PP 129-013 129-013 129-013 128-268
S1 128-097 128-097 128-314 127-285
S2 127-153 127-153 128-268
S3 125-293 126-237 128-222
S4 124-113 125-057 128-085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-250 128-070 1-180 1.2% 0-220 0.5% 46% False False 1,531
10 130-100 128-040 2-060 1.7% 0-246 0.6% 37% False False 1,295
20 130-100 125-070 5-030 4.0% 0-184 0.4% 73% False False 1,275
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-018
2.618 131-027
1.618 130-157
1.000 130-040
0.618 129-287
HIGH 129-170
0.618 129-097
0.500 129-075
0.382 129-053
LOW 128-300
0.618 128-183
1.000 128-110
1.618 127-313
2.618 127-123
4.250 126-132
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 129-075 128-293
PP 129-043 128-287
S1 129-012 128-280

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

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