ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 24-Feb-2015
Day Change Summary
Previous Current
23-Feb-2015 24-Feb-2015 Change Change % Previous Week
Open 127-160 128-010 0-170 0.4% 128-015
High 128-015 128-250 0-235 0.6% 128-140
Low 127-135 127-185 0-050 0.1% 127-020
Close 128-005 128-220 0-215 0.5% 127-130
Range 0-200 1-065 0-185 92.5% 1-120
ATR 0-275 0-283 0-008 2.9% 0-000
Volume 1,380,103 2,471,425 1,091,322 79.1% 6,057,423
Daily Pivots for day following 24-Feb-2015
Classic Woodie Camarilla DeMark
R4 131-307 131-168 129-112
R3 130-242 130-103 129-006
R2 129-177 129-177 128-291
R1 129-038 129-038 128-255 129-108
PP 128-112 128-112 128-112 128-146
S1 127-293 127-293 128-185 128-042
S2 127-047 127-047 128-149
S3 125-302 126-228 128-114
S4 124-237 125-163 128-008
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 131-243 130-307 128-052
R3 130-123 129-187 127-251
R2 129-003 129-003 127-211
R1 128-067 128-067 127-170 127-295
PP 127-203 127-203 127-203 127-158
S1 126-267 126-267 127-090 126-175
S2 126-083 126-083 127-049
S3 124-283 125-147 127-009
S4 123-163 124-027 126-208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-250 127-020 1-230 1.3% 0-300 0.7% 95% True False 1,651,379
10 128-250 127-020 1-230 1.3% 0-262 0.6% 95% True False 1,469,076
20 131-055 127-020 4-035 3.2% 0-286 0.7% 40% False False 1,423,632
40 131-055 125-295 5-080 4.1% 0-270 0.7% 53% False False 1,293,209
60 131-055 125-175 5-200 4.4% 0-253 0.6% 56% False False 1,244,190
80 131-055 125-050 6-005 4.7% 0-227 0.6% 59% False False 967,839
100 131-055 123-280 7-095 5.7% 0-226 0.6% 66% False False 774,580
120 131-055 122-210 8-165 6.6% 0-193 0.5% 71% False False 645,511
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-078
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-286
2.618 131-298
1.618 130-233
1.000 129-315
0.618 129-168
HIGH 128-250
0.618 128-103
0.500 128-058
0.382 128-012
LOW 127-185
0.618 126-267
1.000 126-120
1.618 125-202
2.618 124-137
4.250 122-149
Fisher Pivots for day following 24-Feb-2015
Pivot 1 day 3 day
R1 128-166 128-152
PP 128-112 128-083
S1 128-058 128-015

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

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