ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 130-140 129-080 -1-060 -0.9% 129-170
High 130-140 129-280 -0-180 -0.4% 130-200
Low 129-110 129-010 -0-100 -0.2% 128-300
Close 129-160 129-140 -0-020 0.0% 130-120
Range 1-030 0-270 -0-080 -22.9% 1-220
ATR 0-230 0-233 0-003 1.2% 0-000
Volume 3,487 6,298 2,811 80.6% 32,776
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 131-313 131-177 129-288
R3 131-043 130-227 129-214
R2 130-093 130-093 129-190
R1 129-277 129-277 129-165 130-025
PP 129-143 129-143 129-143 129-178
S1 129-007 129-007 129-115 129-075
S2 128-193 128-193 129-090
S3 127-243 128-057 129-066
S4 126-293 127-107 128-312
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
5 130-200 129-010 1-190 1.2% 0-250 0.6% 25% False True 5,767
10 130-200 128-070 2-130 1.9% 0-250 0.6% 51% False False 5,216
20 130-200 127-100 3-100 2.6% 0-232 0.6% 64% False False 3,382
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-148
2.618 132-027
1.618 131-077
1.000 130-230
0.618 130-127
HIGH 129-280
0.618 129-177
0.500 129-145
0.382 129-113
LOW 129-010
0.618 128-163
1.000 128-060
1.618 127-213
2.618 126-263
4.250 125-142
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 129-145 129-260
PP 129-143 129-220
S1 129-142 129-180

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

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