ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 129-080 129-270 0-190 0.5% 129-170
High 129-280 130-020 0-060 0.1% 130-200
Low 129-010 129-040 0-030 0.1% 128-300
Close 129-140 129-090 -0-050 -0.1% 130-120
Range 0-270 0-300 0-030 11.1% 1-220
ATR 0-233 0-238 0-005 2.1% 0-000
Volume 6,298 13,865 7,567 120.1% 32,776
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 132-097 131-233 129-255
R3 131-117 130-253 129-172
R2 130-137 130-137 129-145
R1 129-273 129-273 129-118 129-215
PP 129-157 129-157 129-157 129-128
S1 128-293 128-293 129-062 128-235
S2 128-177 128-177 129-035
S3 127-197 127-313 129-008
S4 126-217 127-013 128-245
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% 0-276 0.7% 16% False False 7,395
10 130-200 128-240 1-280 1.5% 0-245 0.6% 28% False False 6,411
20 130-200 127-100 3-100 2.6% 0-238 0.6% 59% False False 3,984
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-015
2.618 132-165
1.618 131-185
1.000 131-000
0.618 130-205
HIGH 130-020
0.618 129-225
0.500 129-190
0.382 129-155
LOW 129-040
0.618 128-175
1.000 128-060
1.618 127-195
2.618 126-215
4.250 125-045
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 129-190 129-235
PP 129-157 129-187
S1 129-123 129-138

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

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