ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 127-250 127-150 -0-100 -0.2% 127-310
High 127-280 127-250 -0-030 -0.1% 128-160
Low 127-140 126-140 -1-000 -0.8% 127-070
Close 127-200 126-180 -1-020 -0.8% 127-200
Range 0-140 1-110 0-290 207.1% 1-090
ATR 0-235 0-249 0-014 5.9% 0-000
Volume 11,667 17,720 6,053 51.9% 65,037
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 130-307 130-033 127-096
R3 129-197 128-243 126-298
R2 128-087 128-087 126-259
R1 127-133 127-133 126-219 127-055
PP 126-297 126-297 126-297 126-258
S1 126-023 126-023 126-141 125-265
S2 125-187 125-187 126-101
S3 124-077 124-233 126-062
S4 122-287 123-123 125-264
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 131-200 130-290 128-106
R3 130-110 129-200 127-313
R2 129-020 129-020 127-275
R1 128-110 128-110 127-238 128-020
PP 127-250 127-250 127-250 127-205
S1 127-020 127-020 127-162 126-250
S2 126-160 126-160 127-125
S3 125-070 125-250 127-087
S4 123-300 124-160 126-294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-310 126-140 1-170 1.2% 0-226 0.6% 8% False True 14,093
10 130-140 126-140 4-000 3.2% 0-277 0.7% 3% False True 11,581
20 130-200 126-140 4-060 3.3% 0-252 0.6% 3% False True 8,044
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 0-052
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 133-158
2.618 131-096
1.618 129-306
1.000 129-040
0.618 128-196
HIGH 127-250
0.618 127-086
0.500 127-035
0.382 126-304
LOW 126-140
0.618 125-194
1.000 125-030
1.618 124-084
2.618 122-294
4.250 120-232
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 127-035 127-065
PP 126-297 126-317
S1 126-238 126-248

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

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