ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 128-025 127-185 -0-160 -0.4% 126-260
High 128-125 127-275 -0-170 -0.4% 128-125
Low 127-145 127-115 -0-030 -0.1% 126-240
Close 127-205 127-255 0-050 0.1% 127-255
Range 0-300 0-160 -0-140 -46.7% 1-205
ATR 0-259 0-252 -0-007 -2.7% 0-000
Volume 1,347,323 1,335,435 -11,888 -0.9% 5,079,376
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 129-055 128-315 128-023
R3 128-215 128-155 127-299
R2 128-055 128-055 127-284
R1 127-315 127-315 127-270 128-025
PP 127-215 127-215 127-215 127-230
S1 127-155 127-155 127-240 127-185
S2 127-055 127-055 127-226
S3 126-215 126-315 127-211
S4 126-055 126-155 127-167
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 132-182 131-263 128-224
R3 130-297 130-058 128-079
R2 129-092 129-092 128-031
R1 128-173 128-173 127-303 128-292
PP 127-207 127-207 127-207 127-266
S1 126-288 126-288 127-207 127-088
S2 126-002 126-002 127-159
S3 124-117 125-083 127-111
S4 122-232 123-198 126-286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-125 126-240 1-205 1.3% 0-235 0.6% 64% False False 1,015,875
10 128-125 126-120 2-005 1.6% 0-266 0.6% 71% False False 531,935
20 130-200 126-120 4-080 3.3% 0-266 0.6% 33% False False 270,955
40 130-200 125-230 4-290 3.8% 0-241 0.6% 42% False False 136,598
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 0-074
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-315
2.618 129-054
1.618 128-214
1.000 128-115
0.618 128-054
HIGH 127-275
0.618 127-214
0.500 127-195
0.382 127-176
LOW 127-115
0.618 127-016
1.000 126-275
1.618 126-176
2.618 126-016
4.250 125-075
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 127-235 127-280
PP 127-215 127-272
S1 127-195 127-263

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

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