ECBOT 10 Year T-Note Future June 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 126-260 127-110 0-170 0.4% 127-150
High 127-120 128-050 0-250 0.6% 127-250
Low 126-240 126-290 0-050 0.1% 126-120
Close 127-110 128-020 0-230 0.6% 126-230
Range 0-200 1-080 0-200 100.0% 1-130
ATR 0-256 0-266 0-010 4.0% 0-000
Volume 165,429 647,359 481,930 291.3% 228,308
Daily Pivots for day following 24-Feb-2015
Classic Woodie Camarilla DeMark
R4 131-147 131-003 128-240
R3 130-067 129-243 128-130
R2 128-307 128-307 128-093
R1 128-163 128-163 128-057 128-235
PP 127-227 127-227 127-227 127-262
S1 127-083 127-083 127-303 127-155
S2 126-147 126-147 127-267
S3 125-067 126-003 127-230
S4 123-307 124-243 127-120
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 131-057 130-113 127-158
R3 129-247 128-303 127-034
R2 128-117 128-117 126-312
R1 127-173 127-173 126-271 127-080
PP 126-307 126-307 126-307 126-260
S1 126-043 126-043 126-189 125-270
S2 125-177 125-177 126-148
S3 124-047 124-233 126-106
S4 122-237 123-103 125-302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-050 126-120 1-250 1.4% 0-302 0.7% 95% True False 204,675
10 128-050 126-120 1-250 1.4% 0-264 0.6% 95% True False 109,384
20 130-200 126-120 4-080 3.3% 0-272 0.7% 40% False False 58,830
40 130-200 125-070 5-130 4.2% 0-228 0.6% 53% False False 30,053
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 0-066
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-150
2.618 131-137
1.618 130-057
1.000 129-130
0.618 128-297
HIGH 128-050
0.618 127-217
0.500 127-170
0.382 127-123
LOW 126-290
0.618 126-043
1.000 125-210
1.618 124-283
2.618 123-203
4.250 121-190
Fisher Pivots for day following 24-Feb-2015
Pivot 1 day 3 day
R1 127-283 127-268
PP 127-227 127-197
S1 127-170 127-125

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

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