ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 126-025 126-150 0-125 0.3% 127-255
High 126-160 127-025 0-185 0.5% 127-280
Low 125-305 126-090 0-105 0.3% 125-295
Close 126-135 126-295 0-160 0.4% 126-020
Range 0-175 0-255 0-080 45.7% 1-305
ATR 0-244 0-245 0-001 0.3% 0-000
Volume 998,527 1,348,356 349,829 35.0% 6,114,560
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 129-048 128-267 127-115
R3 128-113 128-012 127-045
R2 127-178 127-178 127-022
R1 127-077 127-077 126-318 127-128
PP 126-243 126-243 126-243 126-269
S1 126-142 126-142 126-272 126-192
S2 125-308 125-308 126-248
S3 125-053 125-207 126-225
S4 124-118 124-272 126-155
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% 0-241 0.6% 63% False False 1,219,361
10 128-125 125-295 2-150 1.9% 0-220 0.5% 41% False False 1,272,803
20 128-125 125-295 2-150 1.9% 0-242 0.6% 41% False False 691,093
40 130-200 125-295 4-225 3.7% 0-252 0.6% 21% False False 347,940
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-064
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-149
2.618 129-053
1.618 128-118
1.000 127-280
0.618 127-183
HIGH 127-025
0.618 126-248
0.500 126-218
0.382 126-187
LOW 126-090
0.618 125-252
1.000 125-155
1.618 124-317
2.618 124-062
4.250 122-286
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 126-269 126-272
PP 126-243 126-250
S1 126-218 126-228

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

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