ECBOT 10 Year T-Note Future March 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 129-310 130-140 0-150 0.4% 130-000
High 130-155 130-200 0-045 0.1% 131-055
Low 129-185 129-210 0-025 0.1% 129-120
Close 130-000 129-275 -0-045 -0.1% 130-280
Range 0-290 0-310 0-020 6.9% 1-255
ATR 0-270 0-273 0-003 1.1% 0-000
Volume 1,547,015 1,196,206 -350,809 -22.7% 6,378,882
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 132-305 132-120 130-126
R3 131-315 131-130 130-040
R2 131-005 131-005 130-012
R1 130-140 130-140 129-303 130-078
PP 130-015 130-015 130-015 129-304
S1 129-150 129-150 129-247 129-088
S2 129-025 129-025 129-218
S3 128-035 128-160 129-190
S4 127-045 127-170 129-104
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 135-277 135-053 131-276
R3 134-022 133-118 131-118
R2 132-087 132-087 131-065
R1 131-183 131-183 131-013 131-295
PP 130-152 130-152 130-152 130-208
S1 129-248 129-248 130-227 130-040
S2 128-217 128-217 130-175
S3 126-282 127-313 130-122
S4 125-027 126-058 129-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-055 129-185 1-190 1.2% 0-296 0.7% 18% False False 1,417,453
10 131-055 129-070 1-305 1.5% 0-277 0.7% 33% False False 1,292,596
20 131-055 127-310 3-065 2.5% 0-284 0.7% 59% False False 1,395,872
40 131-055 125-210 5-165 4.2% 0-255 0.6% 76% False False 1,184,899
60 131-055 125-120 5-255 4.5% 0-224 0.5% 77% False False 995,879
80 131-055 125-050 6-005 4.6% 0-224 0.5% 78% False False 747,747
100 131-055 122-210 8-165 6.6% 0-197 0.5% 85% False False 598,302
120 131-055 122-210 8-165 6.6% 0-165 0.4% 85% False False 498,586
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 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-238
2.618 133-052
1.618 132-062
1.000 131-190
0.618 131-072
HIGH 130-200
0.618 130-082
0.500 130-045
0.382 130-008
LOW 129-210
0.618 129-018
1.000 128-220
1.618 128-028
2.618 127-038
4.250 125-172
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 130-045 130-100
PP 130-015 130-052
S1 129-305 130-003

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

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