ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 29-Jan-2015
Day Change Summary
Previous Current
28-Jan-2015 29-Jan-2015 Change Change % Previous Week
Open 129-050 129-280 0-230 0.6% 129-090
High 130-020 129-290 -0-050 -0.1% 129-250
Low 129-000 129-120 0-120 0.3% 128-070
Close 129-290 129-200 -0-090 -0.2% 129-040
Range 1-020 0-170 -0-170 -50.0% 1-180
ATR 0-221 0-217 -0-004 -1.6% 0-000
Volume 16,232 5,728 -10,504 -64.7% 5,339
Daily Pivots for day following 29-Jan-2015
Classic Woodie Camarilla DeMark
R4 131-073 130-307 129-294
R3 130-223 130-137 129-247
R2 130-053 130-053 129-231
R1 129-287 129-287 129-216 129-245
PP 129-203 129-203 129-203 129-182
S1 129-117 129-117 129-184 129-075
S2 129-033 129-033 129-169
S3 128-183 128-267 129-153
S4 128-013 128-097 129-106
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
5 130-020 128-240 1-100 1.0% 0-214 0.5% 67% False False 5,427
10 130-100 128-070 2-030 1.6% 0-259 0.6% 67% False False 3,607
20 130-100 125-230 4-190 3.5% 0-216 0.5% 85% False False 2,241
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 132-052
2.618 131-095
1.618 130-245
1.000 130-140
0.618 130-075
HIGH 129-290
0.618 129-225
0.500 129-205
0.382 129-185
LOW 129-120
0.618 129-015
1.000 128-270
1.618 128-165
2.618 127-315
4.250 127-038
Fisher Pivots for day following 29-Jan-2015
Pivot 1 day 3 day
R1 129-205 129-190
PP 129-203 129-180
S1 129-202 129-170

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

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