ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 130-190 130-140 -0-050 -0.1% 129-170
High 130-190 130-140 -0-050 -0.1% 130-200
Low 130-020 129-110 -0-230 -0.6% 128-300
Close 130-130 129-160 -0-290 -0.7% 130-120
Range 0-170 1-030 0-180 105.9% 1-220
ATR 0-221 0-230 0-009 4.2% 0-000
Volume 6,960 3,487 -3,473 -49.9% 32,776
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 133-013 132-117 130-032
R3 131-303 131-087 129-256
R2 130-273 130-273 129-224
R1 130-057 130-057 129-192 129-310
PP 129-243 129-243 129-243 129-210
S1 129-027 129-027 129-128 128-280
S2 128-213 128-213 129-096
S3 127-183 127-317 129-064
S4 126-153 126-287 128-288
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 1.3% 0-264 0.6% 31% False False 7,754
10 130-200 128-070 2-130 1.9% 0-244 0.6% 53% False False 4,708
20 130-200 127-100 3-100 2.6% 0-232 0.6% 66% False False 3,072
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 135-028
2.618 133-096
1.618 132-066
1.000 131-170
0.618 131-036
HIGH 130-140
0.618 130-006
0.500 129-285
0.382 129-244
LOW 129-110
0.618 128-214
1.000 128-080
1.618 127-184
2.618 126-154
4.250 124-222
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 129-285 129-315
PP 129-243 129-263
S1 129-202 129-212

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

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