ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 129-280 129-230 -0-050 -0.1% 129-170
High 129-290 130-200 0-230 0.6% 130-200
Low 129-120 129-230 0-110 0.3% 128-300
Close 129-200 130-120 0-240 0.6% 130-120
Range 0-170 0-290 0-120 70.6% 1-220
ATR 0-217 0-225 0-007 3.4% 0-000
Volume 5,728 6,365 637 11.1% 32,776
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 132-307 132-183 130-280
R3 132-017 131-213 130-200
R2 131-047 131-047 130-173
R1 130-243 130-243 130-147 130-305
PP 130-077 130-077 130-077 130-108
S1 129-273 129-273 130-093 130-015
S2 129-107 129-107 130-067
S3 128-137 128-303 130-040
S4 127-167 128-013 129-280
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 135-013 134-127 131-097
R3 133-113 132-227 130-268
R2 131-213 131-213 130-219
R1 131-007 131-007 130-170 131-110
PP 129-313 129-313 129-313 130-045
S1 129-107 129-107 130-070 129-210
S2 128-093 128-093 130-021
S3 126-193 127-207 129-292
S4 124-293 125-307 129-143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-200 128-300 1-220 1.3% 0-236 0.6% 85% True False 6,555
10 130-200 128-070 2-130 1.8% 0-239 0.6% 90% True False 4,092
20 130-200 125-230 4-290 3.8% 0-228 0.5% 95% True False 2,551
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 0-036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-152
2.618 132-319
1.618 132-029
1.000 131-170
0.618 131-059
HIGH 130-200
0.618 130-089
0.500 130-055
0.382 130-021
LOW 129-230
0.618 129-051
1.000 128-260
1.618 128-081
2.618 127-111
4.250 125-278
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 130-098 130-060
PP 130-077 130-000
S1 130-055 129-260

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

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