ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 02-Feb-2015
Day Change Summary
Previous Current
30-Jan-2015 02-Feb-2015 Change Change % Previous Week
Open 129-230 130-190 0-280 0.7% 129-170
High 130-200 130-190 -0-010 0.0% 130-200
Low 129-230 130-020 0-110 0.3% 128-300
Close 130-120 130-130 0-010 0.0% 130-120
Range 0-290 0-170 -0-120 -41.4% 1-220
ATR 0-225 0-221 -0-004 -1.7% 0-000
Volume 6,365 6,960 595 9.3% 32,776
Daily Pivots for day following 02-Feb-2015
Classic Woodie Camarilla DeMark
R4 131-303 131-227 130-224
R3 131-133 131-057 130-177
R2 130-283 130-283 130-161
R1 130-207 130-207 130-146 130-160
PP 130-113 130-113 130-113 130-090
S1 130-037 130-037 130-114 129-310
S2 129-263 129-263 130-099
S3 129-093 129-187 130-083
S4 128-243 129-017 130-036
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
5 130-200 129-000 1-200 1.2% 0-232 0.6% 87% False False 7,483
10 130-200 128-070 2-130 1.8% 0-226 0.5% 91% False False 4,507
20 130-200 126-200 4-000 3.1% 0-223 0.5% 95% False False 2,899
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-272
2.618 131-315
1.618 131-145
1.000 131-040
0.618 130-295
HIGH 130-190
0.618 130-125
0.500 130-105
0.382 130-085
LOW 130-020
0.618 129-235
1.000 129-170
1.618 129-065
2.618 128-215
4.250 127-258
Fisher Pivots for day following 02-Feb-2015
Pivot 1 day 3 day
R1 130-122 130-087
PP 130-113 130-043
S1 130-105 130-000

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

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