ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 127-255 127-045 -0-210 -0.5% 126-260
High 127-280 127-075 -0-205 -0.5% 128-125
Low 127-015 126-245 -0-090 -0.2% 126-240
Close 127-040 126-260 -0-100 -0.2% 127-255
Range 0-265 0-150 -0-115 -43.4% 1-205
ATR 0-253 0-245 -0-007 -2.9% 0-000
Volume 1,183,526 1,181,111 -2,415 -0.2% 5,079,376
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 128-110 128-015 127-022
R3 127-280 127-185 126-301
R2 127-130 127-130 126-288
R1 127-035 127-035 126-274 127-008
PP 126-300 126-300 126-300 126-286
S1 126-205 126-205 126-246 126-178
S2 126-150 126-150 126-232
S3 126-000 126-055 126-219
S4 125-170 125-225 126-178
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
5 128-125 126-245 1-200 1.3% 0-198 0.5% 3% False True 1,326,245
10 128-125 126-120 2-005 1.6% 0-250 0.6% 22% False False 765,460
20 130-140 126-120 4-020 3.2% 0-264 0.6% 11% False False 388,521
40 130-200 126-120 4-080 3.4% 0-243 0.6% 10% False False 195,710
Crabel Price Patterns
NR True
NR4 True
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 0-066
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-072
2.618 128-148
1.618 127-318
1.000 127-225
0.618 127-168
HIGH 127-075
0.618 127-018
0.500 127-000
0.382 126-302
LOW 126-245
0.618 126-152
1.000 126-095
1.618 126-002
2.618 125-172
4.250 124-248
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 127-000 127-102
PP 126-300 127-048
S1 126-280 126-314

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

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