ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 127-315 128-060 0-065 0.2% 126-235
High 128-090 129-145 1-055 0.9% 128-090
Low 127-315 128-060 0-065 0.2% 126-215
Close 128-035 129-050 1-015 0.8% 127-245
Range 0-095 1-085 0-310 326.3% 1-195
ATR 0-220 0-235 0-015 6.8% 0-000
Volume 15,806 25,911 10,105 63.9% 107,326
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 132-233 132-067 129-273
R3 131-148 130-302 129-161
R2 130-063 130-063 129-124
R1 129-217 129-217 129-087 129-300
PP 128-298 128-298 128-298 129-020
S1 128-132 128-132 129-013 128-215
S2 127-213 127-213 128-296
S3 126-128 127-047 128-259
S4 125-043 125-282 128-147
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 132-128 131-222 128-208
R3 130-253 130-027 128-067
R2 129-058 129-058 128-019
R1 128-152 128-152 127-292 128-265
PP 127-183 127-183 127-183 127-240
S1 126-277 126-277 127-198 127-070
S2 125-308 125-308 127-151
S3 124-113 125-082 127-103
S4 122-238 123-207 126-282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-145 127-140 2-005 1.6% 0-206 0.5% 85% True False 15,040
10 129-145 126-200 2-265 2.2% 0-218 0.5% 90% True False 27,367
20 129-145 126-200 2-265 2.2% 0-219 0.5% 90% True False 550,703
40 131-055 126-200 4-175 3.5% 0-253 0.6% 56% False False 955,185
60 131-055 125-210 5-165 4.3% 0-246 0.6% 63% False False 970,596
80 131-055 125-175 5-200 4.4% 0-237 0.6% 64% False False 1,020,397
100 131-055 125-050 6-005 4.7% 0-220 0.5% 66% False False 818,172
120 131-055 123-110 7-265 6.1% 0-218 0.5% 74% False False 682,043
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 0-038
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 134-266
2.618 132-245
1.618 131-160
1.000 130-230
0.618 130-075
HIGH 129-145
0.618 128-310
0.500 128-262
0.382 128-215
LOW 128-060
0.618 127-130
1.000 126-295
1.618 126-045
2.618 124-280
4.250 122-259
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 129-014 128-312
PP 128-298 128-255
S1 128-262 128-198

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

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