ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 126-275 126-305 0-030 0.1% 126-260
High 127-035 127-060 0-025 0.1% 128-125
Low 126-230 126-235 0-005 0.0% 126-240
Close 126-290 127-020 0-050 0.1% 127-255
Range 0-125 0-145 0-020 16.0% 1-205
ATR 0-237 0-230 -0-007 -2.8% 0-000
Volume 935,199 1,086,746 151,547 16.2% 5,079,376
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 128-113 128-052 127-100
R3 127-288 127-227 127-060
R2 127-143 127-143 127-047
R1 127-082 127-082 127-033 127-112
PP 126-318 126-318 126-318 127-014
S1 126-257 126-257 127-007 126-288
S2 126-173 126-173 126-313
S3 126-028 126-112 126-300
S4 125-203 125-287 126-260
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
5 127-280 126-230 1-050 0.9% 0-169 0.4% 30% False False 1,144,403
10 128-125 126-200 1-245 1.4% 0-215 0.5% 25% False False 954,496
20 130-020 126-120 3-220 2.9% 0-246 0.6% 19% False False 489,129
40 130-200 126-120 4-080 3.3% 0-239 0.6% 16% False False 246,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-036
2.618 128-120
1.618 127-295
1.000 127-205
0.618 127-150
HIGH 127-060
0.618 127-005
0.500 126-308
0.382 126-290
LOW 126-235
0.618 126-145
1.000 126-090
1.618 126-000
2.618 125-175
4.250 124-259
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 127-009 127-011
PP 126-318 127-002
S1 126-308 126-312

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

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