ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 128-060 129-115 1-055 0.9% 126-235
High 129-145 129-175 0-030 0.1% 128-090
Low 128-060 128-230 0-170 0.4% 126-215
Close 129-050 128-260 -0-110 -0.3% 127-245
Range 1-085 0-265 -0-140 -34.6% 1-195
ATR 0-235 0-237 0-002 0.9% 0-000
Volume 25,911 21,403 -4,508 -17.4% 107,326
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 131-163 130-317 129-086
R3 130-218 130-052 129-013
R2 129-273 129-273 128-309
R1 129-107 129-107 128-284 129-058
PP 129-008 129-008 129-008 128-304
S1 128-162 128-162 128-236 128-112
S2 128-063 128-063 128-211
S3 127-118 127-217 128-187
S4 126-173 126-272 128-114
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
5 129-175 127-140 2-035 1.6% 0-212 0.5% 65% True False 16,134
10 129-175 126-200 2-295 2.3% 0-231 0.6% 75% True False 22,061
20 129-175 126-200 2-295 2.3% 0-220 0.5% 75% True False 490,243
40 131-055 126-200 4-175 3.5% 0-253 0.6% 48% False False 916,530
60 131-055 125-210 5-165 4.3% 0-248 0.6% 57% False False 957,517
80 131-055 125-175 5-200 4.4% 0-239 0.6% 58% False False 1,019,783
100 131-055 125-050 6-005 4.7% 0-220 0.5% 61% False False 818,371
120 131-055 123-110 7-265 6.1% 0-219 0.5% 70% False False 682,208
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-021
2.618 131-229
1.618 130-284
1.000 130-120
0.618 130-019
HIGH 129-175
0.618 129-074
0.500 129-042
0.382 129-011
LOW 128-230
0.618 128-066
1.000 127-285
1.618 127-121
2.618 126-176
4.250 125-064
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 129-042 128-255
PP 129-008 128-250
S1 128-294 128-245

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

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