ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 126-285 126-310 0-025 0.1% 127-255
High 127-055 127-215 0-160 0.4% 127-280
Low 126-200 126-285 0-085 0.2% 125-295
Close 126-315 127-065 0-070 0.2% 126-020
Range 0-175 0-250 0-075 42.9% 1-305
ATR 0-240 0-241 0-001 0.3% 0-000
Volume 1,413,444 1,471,505 58,061 4.1% 6,114,560
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 129-192 129-058 127-202
R3 128-262 128-128 127-134
R2 128-012 128-012 127-111
R1 127-198 127-198 127-088 127-265
PP 127-082 127-082 127-082 127-115
S1 126-268 126-268 127-042 127-015
S2 126-152 126-152 127-019
S3 125-222 126-018 126-316
S4 124-292 125-088 126-248
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
5 127-215 125-295 1-240 1.4% 0-272 0.7% 73% True False 1,391,962
10 127-280 125-295 1-305 1.5% 0-220 0.5% 66% False False 1,268,182
20 128-125 125-295 2-150 1.9% 0-247 0.6% 52% False False 833,898
40 130-200 125-295 4-225 3.7% 0-256 0.6% 27% False False 420,054
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 0-060
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-318
2.618 129-230
1.618 128-300
1.000 128-145
0.618 128-050
HIGH 127-215
0.618 127-120
0.500 127-090
0.382 127-060
LOW 126-285
0.618 126-130
1.000 126-035
1.618 125-200
2.618 124-270
4.250 123-182
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 127-090 127-041
PP 127-082 127-017
S1 127-073 126-312

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

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