ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 127-045 126-275 -0-090 -0.2% 126-260
High 127-075 127-035 -0-040 -0.1% 128-125
Low 126-245 126-230 -0-015 0.0% 126-240
Close 126-260 126-290 0-030 0.1% 127-255
Range 0-150 0-125 -0-025 -16.7% 1-205
ATR 0-245 0-237 -0-009 -3.5% 0-000
Volume 1,181,111 935,199 -245,912 -20.8% 5,079,376
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 128-027 127-283 127-039
R3 127-222 127-158 127-004
R2 127-097 127-097 126-313
R1 127-033 127-033 126-301 127-065
PP 126-292 126-292 126-292 126-308
S1 126-228 126-228 126-279 126-260
S2 126-167 126-167 126-267
S3 126-042 126-103 126-256
S4 125-237 125-298 126-221
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
5 128-125 126-230 1-215 1.3% 0-200 0.5% 11% False True 1,196,518
10 128-125 126-200 1-245 1.4% 0-224 0.6% 16% False False 851,515
20 130-020 126-120 3-220 2.9% 0-252 0.6% 14% False False 435,106
40 130-200 126-120 4-080 3.3% 0-242 0.6% 13% False False 219,089
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-246
2.618 128-042
1.618 127-237
1.000 127-160
0.618 127-112
HIGH 127-035
0.618 126-307
0.500 126-292
0.382 126-278
LOW 126-230
0.618 126-153
1.000 126-105
1.618 126-028
2.618 125-223
4.250 125-019
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 126-292 127-095
PP 126-292 127-053
S1 126-291 127-012

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

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