ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 127-015 126-025 -0-310 -0.8% 127-255
High 127-160 126-160 -1-000 -0.8% 127-280
Low 125-295 125-305 0-010 0.0% 125-295
Close 126-020 126-135 0-115 0.3% 126-020
Range 1-185 0-175 -1-010 -65.3% 1-305
ATR 0-250 0-244 -0-005 -2.1% 0-000
Volume 1,727,978 998,527 -729,451 -42.2% 6,114,560
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 127-298 127-232 126-231
R3 127-123 127-057 126-183
R2 126-268 126-268 126-167
R1 126-202 126-202 126-151 126-235
PP 126-093 126-093 126-093 126-110
S1 126-027 126-027 126-119 126-060
S2 125-238 125-238 126-103
S3 125-063 125-172 126-087
S4 124-208 124-317 126-039
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 132-153 131-072 127-044
R3 130-168 129-087 126-192
R2 128-183 128-183 126-135
R1 127-102 127-102 126-077 126-310
PP 126-198 126-198 126-198 126-142
S1 125-117 125-117 125-283 125-005
S2 124-213 124-213 125-225
S3 122-228 123-132 125-168
S4 120-243 121-147 124-316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-160 125-295 1-185 1.2% 0-220 0.5% 32% False False 1,185,912
10 128-125 125-295 2-150 2.0% 0-234 0.6% 20% False False 1,202,703
20 128-160 125-295 2-185 2.0% 0-240 0.6% 19% False False 624,290
40 130-200 125-295 4-225 3.7% 0-250 0.6% 11% False False 314,303
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-072
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-264
2.618 127-298
1.618 127-123
1.000 127-015
0.618 126-268
HIGH 126-160
0.618 126-093
0.500 126-072
0.382 126-052
LOW 125-305
0.618 125-197
1.000 125-130
1.618 125-022
2.618 124-167
4.250 123-201
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 126-114 126-228
PP 126-093 126-197
S1 126-072 126-166

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

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