ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 26-Feb-2015
Day Change Summary
Previous Current
25-Feb-2015 26-Feb-2015 Change Change % Previous Week
Open 128-030 128-025 -0-005 0.0% 127-150
High 128-080 128-125 0-045 0.1% 127-250
Low 127-285 127-145 -0-140 -0.3% 126-120
Close 128-030 127-205 -0-145 -0.4% 126-230
Range 0-115 0-300 0-185 160.9% 1-130
ATR 0-256 0-259 0-003 1.2% 0-000
Volume 1,583,830 1,347,323 -236,507 -14.9% 228,308
Daily Pivots for day following 26-Feb-2015
Classic Woodie Camarilla DeMark
R4 130-205 130-025 128-050
R3 129-225 129-045 127-288
R2 128-245 128-245 127-260
R1 128-065 128-065 127-232 128-005
PP 127-265 127-265 127-265 127-235
S1 127-085 127-085 127-178 127-025
S2 126-285 126-285 127-150
S3 125-305 126-105 127-122
S4 125-005 125-125 127-040
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
5 128-125 126-200 1-245 1.4% 0-261 0.6% 58% True False 764,589
10 128-125 126-120 2-005 1.6% 0-274 0.7% 63% True False 399,614
20 130-200 126-120 4-080 3.3% 0-266 0.7% 30% False False 204,470
40 130-200 125-230 4-290 3.8% 0-239 0.6% 39% False False 103,252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-078
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-120
2.618 130-270
1.618 129-290
1.000 129-105
0.618 128-310
HIGH 128-125
0.618 128-010
0.500 127-295
0.382 127-260
LOW 127-145
0.618 126-280
1.000 126-165
1.618 125-300
2.618 125-000
4.250 123-150
Fisher Pivots for day following 26-Feb-2015
Pivot 1 day 3 day
R1 127-295 127-208
PP 127-265 127-207
S1 127-235 127-206

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

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