ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 126-310 127-010 0-020 0.0% 126-025
High 127-215 127-120 -0-095 -0.2% 127-215
Low 126-285 126-250 -0-035 -0.1% 125-305
Close 127-065 127-035 -0-030 -0.1% 127-035
Range 0-250 0-190 -0-060 -24.0% 1-230
ATR 0-241 0-237 -0-004 -1.5% 0-000
Volume 1,471,505 1,012,210 -459,295 -31.2% 6,244,042
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 128-278 128-187 127-140
R3 128-088 127-317 127-087
R2 127-218 127-218 127-070
R1 127-127 127-127 127-052 127-172
PP 127-028 127-028 127-028 127-051
S1 126-257 126-257 127-018 126-302
S2 126-158 126-158 127-000
S3 125-288 126-067 126-303
S4 125-098 125-197 126-250
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 132-022 131-098 128-018
R3 130-112 129-188 127-186
R2 128-202 128-202 127-136
R1 127-278 127-278 127-085 128-080
PP 126-292 126-292 126-292 127-032
S1 126-048 126-048 126-305 126-170
S2 125-062 125-062 126-254
S3 123-152 124-138 126-204
S4 121-242 122-228 126-052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-215 125-305 1-230 1.4% 0-209 0.5% 67% False False 1,248,808
10 127-280 125-295 1-305 1.5% 0-224 0.5% 61% False False 1,235,860
20 128-125 125-295 2-150 1.9% 0-244 0.6% 48% False False 883,897
40 130-200 125-295 4-225 3.7% 0-254 0.6% 25% False False 445,344
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-288
2.618 128-297
1.618 128-107
1.000 127-310
0.618 127-237
HIGH 127-120
0.618 127-047
0.500 127-025
0.382 127-003
LOW 126-250
0.618 126-133
1.000 126-060
1.618 125-263
2.618 125-073
4.250 124-082
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 127-032 127-048
PP 127-028 127-043
S1 127-025 127-039

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

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