ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 09-Feb-2015
Day Change Summary
Previous Current
06-Feb-2015 09-Feb-2015 Change Change % Previous Week
Open 129-090 127-310 -1-100 -1.0% 130-190
High 129-140 128-160 -0-300 -0.7% 130-190
Low 127-290 127-250 -0-040 -0.1% 127-290
Close 128-040 128-000 -0-040 -0.1% 128-040
Range 1-170 0-230 -0-260 -53.1% 2-220
ATR 0-256 0-254 -0-002 -0.7% 0-000
Volume 9,412 12,288 2,876 30.6% 40,022
Daily Pivots for day following 09-Feb-2015
Classic Woodie Camarilla DeMark
R4 130-080 129-270 128-126
R3 129-170 129-040 128-063
R2 128-260 128-260 128-042
R1 128-130 128-130 128-021 128-195
PP 128-030 128-030 128-030 128-062
S1 127-220 127-220 127-299 127-285
S2 127-120 127-120 127-278
S3 126-210 126-310 127-257
S4 125-300 126-080 127-194
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
5 130-140 127-250 2-210 2.1% 1-008 0.8% 8% False True 9,070
10 130-200 127-250 2-270 2.2% 0-280 0.7% 8% False True 8,276
20 130-200 127-250 2-270 2.2% 0-263 0.6% 8% False True 4,786
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-033
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131-178
2.618 130-122
1.618 129-212
1.000 129-070
0.618 128-302
HIGH 128-160
0.618 128-072
0.500 128-045
0.382 128-018
LOW 127-250
0.618 127-108
1.000 127-020
1.618 126-198
2.618 125-288
4.250 124-232
Fisher Pivots for day following 09-Feb-2015
Pivot 1 day 3 day
R1 128-045 128-295
PP 128-030 128-197
S1 128-015 128-098

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

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