ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 127-010 127-025 0-015 0.0% 126-025
High 127-120 127-165 0-045 0.1% 127-215
Low 126-250 127-015 0-085 0.2% 125-305
Close 127-035 127-070 0-035 0.1% 127-035
Range 0-190 0-150 -0-040 -21.1% 1-230
ATR 0-237 0-231 -0-006 -2.6% 0-000
Volume 1,012,210 758,004 -254,206 -25.1% 6,244,042
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 128-213 128-132 127-152
R3 128-063 127-302 127-111
R2 127-233 127-233 127-098
R1 127-152 127-152 127-084 127-192
PP 127-083 127-083 127-083 127-104
S1 127-002 127-002 127-056 127-042
S2 126-253 126-253 127-042
S3 126-103 126-172 127-029
S4 125-273 126-022 126-308
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
5 127-215 126-090 1-125 1.1% 0-204 0.5% 67% False False 1,200,703
10 127-215 125-295 1-240 1.4% 0-212 0.5% 74% False False 1,193,308
20 128-125 125-295 2-150 1.9% 0-245 0.6% 53% False False 921,214
40 130-200 125-295 4-225 3.7% 0-245 0.6% 28% False False 464,256
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-059
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 129-162
2.618 128-238
1.618 128-088
1.000 127-315
0.618 127-258
HIGH 127-165
0.618 127-108
0.500 127-090
0.382 127-072
LOW 127-015
0.618 126-242
1.000 126-185
1.618 126-092
2.618 125-262
4.250 125-018
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 127-090 127-072
PP 127-083 127-072
S1 127-077 127-071

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

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