ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 127-205 127-220 0-015 0.0% 128-130
High 127-265 128-055 0-110 0.3% 128-160
Low 127-130 126-200 -0-250 -0.6% 126-200
Close 127-230 126-240 -0-310 -0.8% 126-240
Range 0-135 1-175 1-040 266.7% 1-280
ATR 0-237 0-256 0-018 7.8% 0-000
Volume 74,462 38,763 -35,699 -47.9% 406,979
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 131-263 130-267 127-192
R3 130-088 129-092 127-056
R2 128-233 128-233 127-011
R1 127-237 127-237 126-285 127-148
PP 127-058 127-058 127-058 127-014
S1 126-062 126-062 126-195 125-292
S2 125-203 125-203 126-149
S3 124-028 124-207 126-104
S4 122-173 123-032 125-288
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 132-293 131-227 127-250
R3 131-013 129-267 127-085
R2 129-053 129-053 127-030
R1 127-307 127-307 126-295 127-200
PP 127-093 127-093 127-093 127-040
S1 126-027 126-027 126-185 125-240
S2 125-133 125-133 126-130
S3 123-173 124-067 126-075
S4 121-213 122-107 125-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-160 126-200 1-280 1.5% 0-228 0.6% 7% False True 81,395
10 129-010 126-200 2-130 1.9% 0-230 0.6% 5% False True 807,540
20 130-115 126-200 3-235 2.9% 0-259 0.6% 3% False True 1,092,745
40 131-055 126-200 4-175 3.6% 0-272 0.7% 3% False True 1,244,309
60 131-055 125-210 5-165 4.4% 0-256 0.6% 20% False False 1,154,181
80 131-055 125-120 5-255 4.6% 0-233 0.6% 24% False False 1,020,095
100 131-055 125-050 6-005 4.7% 0-231 0.6% 26% False False 816,747
120 131-055 122-210 8-165 6.7% 0-207 0.5% 48% False False 680,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-070
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 134-239
2.618 132-071
1.618 130-216
1.000 129-230
0.618 129-041
HIGH 128-055
0.618 127-186
0.500 127-128
0.382 127-069
LOW 126-200
0.618 125-214
1.000 125-025
1.618 124-039
2.618 122-184
4.250 120-016
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 127-128 127-128
PP 127-058 127-058
S1 126-309 126-309

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

View Archives - Comment on this page... - Back to Index of Symbols