ECBOT 10 Year T-Note Future March 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 130-140 129-255 -0-205 -0.5% 131-015
High 130-200 130-115 -0-085 -0.2% 131-035
Low 129-210 128-150 -1-060 -0.9% 128-150
Close 129-275 128-230 -1-045 -0.9% 128-230
Range 0-310 1-285 0-295 95.2% 2-205
ATR 0-273 0-296 0-024 8.7% 0-000
Volume 1,196,206 1,812,969 616,763 51.6% 7,180,682
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 134-273 133-217 129-243
R3 132-308 131-252 129-076
R2 131-023 131-023 129-021
R1 129-287 129-287 128-285 129-172
PP 129-058 129-058 129-058 129-001
S1 128-002 128-002 128-175 127-208
S2 127-093 127-093 128-119
S3 125-128 126-037 128-064
S4 123-163 124-072 127-217
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 137-113 135-217 130-055
R3 134-228 133-012 129-142
R2 132-023 132-023 129-065
R1 130-127 130-127 128-307 129-292
PP 129-138 129-138 129-138 129-061
S1 127-242 127-242 128-153 127-088
S2 126-253 126-253 128-075
S3 124-048 125-037 127-318
S4 121-163 122-152 127-085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-035 128-150 2-205 2.1% 1-030 0.8% 9% False True 1,436,136
10 131-055 128-150 2-225 2.1% 0-312 0.8% 9% False True 1,355,956
20 131-055 128-020 3-035 2.4% 0-308 0.7% 21% False False 1,439,434
40 131-055 125-210 5-165 4.3% 0-264 0.6% 56% False False 1,193,443
60 131-055 125-120 5-255 4.5% 0-230 0.6% 58% False False 1,025,933
80 131-055 125-050 6-005 4.7% 0-230 0.6% 59% False False 770,389
100 131-055 122-210 8-165 6.6% 0-203 0.5% 71% False False 616,432
120 131-055 122-210 8-165 6.6% 0-170 0.4% 71% False False 513,694
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 0-061
Widest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 138-126
2.618 135-099
1.618 133-134
1.000 132-080
0.618 131-169
HIGH 130-115
0.618 129-204
0.500 129-132
0.382 129-061
LOW 128-150
0.618 127-096
1.000 126-185
1.618 125-131
2.618 123-166
4.250 120-139
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 129-132 129-175
PP 129-058 129-087
S1 128-304 128-318

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

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