ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 129-270 129-090 -0-180 -0.4% 130-190
High 130-020 129-140 -0-200 -0.5% 130-190
Low 129-040 127-290 -1-070 -0.9% 127-290
Close 129-090 128-040 -1-050 -0.9% 128-040
Range 0-300 1-170 0-190 63.3% 2-220
ATR 0-238 0-256 0-018 7.6% 0-000
Volume 13,865 9,412 -4,453 -32.1% 40,022
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 133-027 132-043 128-310
R3 131-177 130-193 128-175
R2 130-007 130-007 128-130
R1 129-023 129-023 128-085 128-250
PP 128-157 128-157 128-157 128-110
S1 127-173 127-173 127-315 127-080
S2 126-307 126-307 127-270
S3 125-137 126-003 127-225
S4 123-287 124-153 127-090
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 136-300 135-070 129-193
R3 134-080 132-170 128-276
R2 131-180 131-180 128-198
R1 129-270 129-270 128-119 129-115
PP 128-280 128-280 128-280 128-202
S1 127-050 127-050 127-281 126-215
S2 126-060 126-060 127-202
S3 123-160 124-150 127-124
S4 120-260 121-250 126-207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-190 127-290 2-220 2.1% 0-316 0.8% 8% False True 8,004
10 130-200 127-290 2-230 2.1% 0-276 0.7% 8% False True 7,279
20 130-200 127-200 3-000 2.3% 0-260 0.6% 17% False False 4,317
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 0-027
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 135-302
2.618 133-143
1.618 131-293
1.000 130-310
0.618 130-123
HIGH 129-140
0.618 128-273
0.500 128-215
0.382 128-157
LOW 127-290
0.618 126-307
1.000 126-120
1.618 125-137
2.618 123-287
4.250 121-128
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 128-215 128-315
PP 128-157 128-223
S1 128-098 128-132

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

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